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Connecting macroeconomic theory to the data : methods and applications

Bäurle, Gregor - 2009

Persistent link: https://www.econbiz.de/10003919869

Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16

Persistent link: https://www.econbiz.de/10011966001

Modeling changes in US monetary policy

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - 2016

Persistent link: https://www.econbiz.de/10012176808

Sources of the great moderation : a time-series analysis of GDP subsectors

Enders, Walter; Ma, Jun - In: Journal of economic dynamics & control 35 (2011) 1, pp. 67-79

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The time-varying behaviour of real interest rates : a re-evaluation of the recent evidence

Bekdache, Basma - In: Journal of applied econometrics 14 (1999) 2, pp. 171-190

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Unobserved Components with Stochastic Volatility in U.S. Inflation : Estimation and Signal Extraction

Li, Mengheng - 2018

We consider unobserved components time series models where the components are stochastically evolving over time and are subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of the observed time series. We develop a simulated...

Persistent link: https://www.econbiz.de/10012924242