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Inferring long-run relationships in macroeconomic data
MacNamara, Ronald R. - 1994
Persistent link: https://www.econbiz.de/10000895165
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
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Testing for the Lucas critique : a quantitative investigation
Lindé, Jesper - In: The American economic review 91 (2001) 4, pp. 986-1005
Persistent link: https://www.econbiz.de/10001612505
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - 2002
Persistent link: https://www.econbiz.de/10001738065
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948210
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Maximum likelihood in the frequency domain : a time to build example
Christiano, Lawrence J.; Vigfusson, Robert J. - 1999
Persistent link: https://www.econbiz.de/10001442593
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Maximum likelihood in the frequency domain : a time to build example
Christiano, Lawrence J.; Vigfusson, Robert J. - 1999
Persistent link: https://www.econbiz.de/10001461616
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Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions
Lettau, Martin; Gong, Gang; Semmler, Willi - In: Journal of economic behavior & organization : JEBO 44 (2001) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001531911
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On the contribution of technology shocks to business cycles
Aiyagari, Sudhakar Rao - In: Federal Reserve Bank of Minneapolis quarterly review 18 (1994) 1, pp. 22-34
Persistent link: https://www.econbiz.de/10001169334