Narrow search
Showing 1 - 10 of 7,329
Cover Image
RegGae: a toolkit for macroprudential policy with DSGEs
Castro, Eduardo Carvalho de - 2020
Persistent link: https://www.econbiz.de/10012404299
Cover Image
Macroeconomic vulnerability and disagreement in expectations
Badarinza, Cristian; Buchmann, Marco - 2011
In this paper we discuss the role of the cross-sectional heterogeneity of beliefs in the context of understanding and assessing macroeconomic vulnerability. Emphasis lies on the potential of changing levels of disagreement in expectations to influence the propensity of the economy to switch...
Persistent link: https://www.econbiz.de/10011605452
Cover Image
Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations
Ahrens, Ralf - 1999
multi-step out-of-sample forecasting competition. It turns out that forecasts are improved substantially when allowing for …
Persistent link: https://www.econbiz.de/10010317369
Cover Image
Predicting recessions with interest rate spreads: A multicountry regime-switching analysis
Ahrens, Ralf - 1999
forecasting ability of the spread. Klassifikation: …
Persistent link: https://www.econbiz.de/10010317406
Cover Image
Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations
Ahrens, Ralf - 1999
multi-step out-of-sample forecasting competition. It turns out that forecasts are improved substantially when allowing for …
Persistent link: https://www.econbiz.de/10009768272
Cover Image
Predicting recessions with interest rate spreads : a multicountry regime-switching analysis
Ahrens, Ralf - 1999
forecasting ability of the spread. Klassifikation: …
Persistent link: https://www.econbiz.de/10009768273
Cover Image
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie; Fouquau, Julien; Meritet, Sophie - 2014
Persistent link: https://www.econbiz.de/10010432183
Cover Image
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie; Fouquau, Julien; Meritet, Sophie - In: Applied economics 48 (2016) 4/6, pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
Cover Image
Macroeconomic vulnerability and disagreement in expectations
Badarinza, Cristian; Buchmann, Marco - European Central Bank - 2011
In this paper we discuss the role of the cross-sectional heterogeneity of beliefs in the context of understanding and assessing macroeconomic vulnerability. Emphasis lies on the potential of changing levels of disagreement in expectations to influence the propensity of the economy to switch...
Persistent link: https://www.econbiz.de/10009645430
Cover Image
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotzé, Kevin; … - In: Computational economics 56 (2020) 4, pp. 747-771
Persistent link: https://www.econbiz.de/10012390465