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Multiple filtering devices for the estimation of cyclical DSGE model

Canova, Fabio; Ferroni, Filippo - In: Quantitative economics : QE ; journal of the … 2 (2011) 1, pp. 73-98

We propose a method to estimate time invariant cyclical dynamic stochastic general equilibrium models using the information provided by a variety of filters. We treat data filtered with alternative procedures as contaminated proxies of the relevant model-based quantities and estimate structural...

Persistent link: https://www.econbiz.de/10011755937

Whatever happened to the business cycle? : a Bayesian analysis of jobless recoveries

Engeman, Kristie M.; Owyang, Michael T. - In: Macroeconomic dynamics 14 (2010) 5, pp. 709-726

Persistent link: https://www.econbiz.de/10008808889

The time-varying effects of permanent and transistory shocks to real output

Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507

Persistent link: https://www.econbiz.de/10011308634

Business cycles and financial crises : the roles of credit supply and demand shocks

Nason, James Michael; Tallman, Ellis W. - In: Macroeconomic dynamics 19 (2015) 4, pp. 836-882

Persistent link: https://www.econbiz.de/10011309203

A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles

Miao, Jianjun; Wang, Pengfei; Xu, Zhiwei - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 599-635

Persistent link: https://www.econbiz.de/10011440574

Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS

Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592

Persistent link: https://www.econbiz.de/10011515386

On phase shifts in a New Keynesian model economy

Li, Xue; Haslag, Joseph H. - In: Macroeconomic dynamics 25 (2021) 8, pp. 2080-2101

Persistent link: https://www.econbiz.de/10012704941

Identifying news shocks with forecast data

Hirose, Yasuo; Kurozumi, Takushi - In: Macroeconomic dynamics 25 (2021) 6, pp. 1442-1471

Persistent link: https://www.econbiz.de/10012618220

Government spending multipliers in good times and bad times : the case of emerging markets

Gomes, Fábio A.; Sakurai, Sergio Naruhiko; Soave, Gian … - In: Macroeconomic dynamics 26 (2022) 3, pp. 726-768

Persistent link: https://www.econbiz.de/10013187246

Implementing stochastic volatility in DSGE models : a comment

Bretscher, Lorenzo; Hsu, Alex; Tamoni, Andrea - In: Macroeconomic dynamics 24 (2020) 4, pp. 935-950

Persistent link: https://www.econbiz.de/10012241039