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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998

Persistent link: https://www.econbiz.de/10000682409

Real time measurement of business conditions

Aruoba, S. Borağan (contributor); … - 2008 - Rev., second version

Persistent link: https://www.econbiz.de/10003716930

Stock returns and expected business conditions : half a century of direct evidence

Campbell, Sean D. (contributor); … - 2005 - Rev.

Persistent link: https://www.econbiz.de/10003726399

Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence

Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007

Persistent link: https://www.econbiz.de/10003729191

Real-time measurement of business conditions

Aruoba, S. Borağan; Diebold, Francis X. - 2008

Persistent link: https://www.econbiz.de/10003754172

Technology shocks and aggregate fluctuations in an estimated hybrid RBC model

Malley, James R.; Woitek, Ulrich - 2009

This paper contributes to the on-going empirical debate regarding the role of the RBC model and in particular of technology shocks in explaining aggregate fluctuations. To this end we estimate the model's posterior density using Markov-Chain Monte-Carlo (MCMC) methods. Within this framework we...