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Dynamics of real per capita GDP
Neuhoff, Daniel
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2015
-
This Version: August 7, 2015
persistence estimates and the appropriate
ARMA
models. The results for the UK is sensitive to the time period. An analysis of the …
Persistent link: https://www.econbiz.de/10011309627
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Generalized exogenous processes in DSGE : a Bayesian approach
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
-
2015
method to jointly sample from an
ARMA
process of unknown order along with the associated parameters. We apply the method to …
Persistent link: https://www.econbiz.de/10010503919
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