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Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua; Yu, Xuewen - 2020
Persistent link: https://www.econbiz.de/10012542396
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Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua; Yu, Xuewen - In: Journal of economic dynamics & control 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
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The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
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Let's take a brake : trends and cycles in US real GDP
Perron, Pierre; Wada, Tatsuma - In: Journal of monetary economics 56 (2009) 6, pp. 749-765
Persistent link: https://www.econbiz.de/10003893980
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The great crash, the oil price shock, and the unit root hypothesis
Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1361-1401
Persistent link: https://www.econbiz.de/10001078849
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The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre; Yamamoto, Yohei - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
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Measuring business cycles with structural breaks and outliers : applications to international data ☆
Perron, Pierre; Wada, Tatsuma - In: Research in economics : an international review of economics 70 (2016) 2, pp. 281-303
Persistent link: https://www.econbiz.de/10011631146