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State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses
Martins de Souza, Rafael; Maciel, Luiz Felipe Pires; … - In: Applied economics 45 (2013) 34/36, pp. 5062-5075
Persistent link: https://www.econbiz.de/10010226437
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State space models with endogenous regime switching
Chang, Yoosoon; Tan, Fei; Wei, Xin - 2018 - This version: November 29, 2018
Persistent link: https://www.econbiz.de/10012223866
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Natural interest rate for the Romanian economy
Acatrinei, Marius; Armenau, Dan; Dobrota, Carmen Elena - In: Romanian journal of economic forecasting 21 (2018) 3, pp. 104-116
Persistent link: https://www.econbiz.de/10012021822
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Nowcasting Mexico's quarterly GDP using factor models and bridge equations
Gálvez-Soriano, Oscar de J. - In: Estudios económicos 35 (2020) 2, pp. 213-265
Persistent link: https://www.econbiz.de/10014228459
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A time-varying parameter model of inflation in India
Kumar, Sudhanshu; Srinivasan, Naveen; Ramachandran, Muthiah - In: Indian growth and development review 5 (2012) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10009551661
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Monetary condition index with time varying weights : an application to Turkish data
Şıklar, İlyas; Dogan, Burhan - In: Business and Economic Research : BER 5 (2015) 1, pp. 117-132
Persistent link: https://www.econbiz.de/10011344437
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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
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The external finance premium in Brazil : empirical analyses using state space models
Oliveira, Fernando Nascimento de - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 1, pp. 97-131
Persistent link: https://www.econbiz.de/10011538979
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Dynamic stochastic general equilibrium models under a liquidity trap and self-organizing state space modeling
Yano, Koiti (contributor) - 2009
Persistent link: https://www.econbiz.de/10003816309
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Trend inflation in Sweden
Österholm, Pär; Poon, Aubrey - 2022
In this paper, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the period - although in general at a level below the...
Persistent link: https://www.econbiz.de/10012818429