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Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo - In: Economics letters 112 (2011) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014 - This version: June 24, 2014
Persistent link: https://www.econbiz.de/10010484306
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014
Persistent link: https://www.econbiz.de/10010392642
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2013
Persistent link: https://www.econbiz.de/10010198109
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Assessing DSGE model nonlinearities
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010345071
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Assessing DSGE model nonlinearities
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010225024
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Aggregate versus disaggregate information in dynamic factor models
Álvarez, Rocío; Camacho, Maximo; Pérez-Quirós, Gabriel - In: International journal of forecasting 32 (2016) 3, pp. 680-694
Persistent link: https://www.econbiz.de/10011621772
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
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The propagation of industrial business cycles
Camacho, Maximo; Leiva-Leon, Danilo - 2017
Persistent link: https://www.econbiz.de/10011791497
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Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo - In: Economics letters 121 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010391214