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Using low frequency information for predicting high frequency variables
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10011391720
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Sigma point filters for dynamic nonlinear regime switching models
Binning, Andrew; Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10010529309
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Underidentied SVAR models : a framework for combining short and long-run restrictions with sign-restrictions
Binning, Andrew - 2013
Persistent link: https://www.econbiz.de/10009751555
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Implementing the zero lower bound in an estimated regime-switching DSGE model
Binning, Andrew; Maih, Junior - 2016
Persistent link: https://www.econbiz.de/10011449725
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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew; Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10011410311
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Third-order approximation of dynamic models without the use of tensors
Binning, Andrew - 2013
Persistent link: https://www.econbiz.de/10009741228
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Solving second and third-order approximations to DSGE models : a recursive Sylvester equation solution
Binning, Andrew - 2013
Persistent link: https://www.econbiz.de/10009779037
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Modelling occasionally binding constraints using regime-switching
Binning, Andrew; Maih, Junior - 2017
Persistent link: https://www.econbiz.de/10011753681