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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
Dueker, Michael - In: Economics letters 93 (2006) 1, pp. 58-62
Persistent link: https://www.econbiz.de/10007298251
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Maximum-Likelihood Estimation of Fractional Cointegration with an Application to US and Canadian Bond Rates
Dueker, Michael; Startz, Richard - In: The review of economics and statistics 80 (1998) 3, pp. 420-426
Persistent link: https://www.econbiz.de/10007352998
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Indeterminacy, change points and the price puzzle in an estimated DSGE model
Belaygorod, Anatoliy; Dueker, Michael - In: Journal of economic dynamics & control 33 (2009) 3, pp. 624-648
Persistent link: https://www.econbiz.de/10008175473
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Forecasting macro variables with a Qual VAR business cycle turning point index
Dueker, Michael; Assenmacher-Wesche, Katrin - In: Applied economics 42 (2010) 23, pp. 2909-2921
Persistent link: https://www.econbiz.de/10008451641
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Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 466-472
Persistent link: https://www.econbiz.de/10008218239
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Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 96-104
Persistent link: https://www.econbiz.de/10008222916
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Does foreign innovation affect domestic wage inequality?
Butler, Alison; Dueker, Michael - In: Journal of international economics 47 (1999) 1, pp. 61-90
Persistent link: https://www.econbiz.de/10007689767
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BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX
Dueker, Michael; Nelson, Charles R. - In: Macroeconomic dynamics 10 (2006) 5, pp. 573-594
Persistent link: https://www.econbiz.de/10007609805
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Inflation targeting in a small economy: Empirical results for Switzerland
Dueker, Michael; Fischer, Andreas M. - In: Journal of monetary economics 37 (1996) 1, pp. 89-104
Persistent link: https://www.econbiz.de/10007623849
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10007596856