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Bond pricing with a time-varying price of risk in an estimated medium-scale Bayesian DSGE model
Dew-Becker, Ian - In: Journal of money, credit and banking : JMCB 46 (2014) 5, pp. 837-888
Persistent link: https://www.econbiz.de/10010466708
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An estimated stochastic general equilibrium model with partial dollarization : a Bayesian approach
Castillo B., Paul; Montoro, Carlos; Tuesta R., Vicente - In: Open economies review 24 (2013) 2, pp. 217-265
Persistent link: https://www.econbiz.de/10009739732
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Estimating parameters and structural change in CGE models using a Bayesian cross-entropy estimation approach
Go, Delfin S.; Löfgren, Hans; Mendez Ramos, Fabian; … - In: Economic modelling 52 (2016), pp. 790-811
Persistent link: https://www.econbiz.de/10011643046
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A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola; Beqiraj, Elton; Di Bartolomeo, Giovanni; … - In: Economic modelling 92 (2020), pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
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Construction and Bayesian estimation of DSGE models for the EURO area : a statistical framework
Pytlarczyk, Ernest - 2007
Persistent link: https://www.econbiz.de/10003591412
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A frequency-domain approach to dynamic macroeconomic models
Tan, Fei - In: Macroeconomic dynamics 25 (2021) 6, pp. 1381-1411
Persistent link: https://www.econbiz.de/10012618218
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Volatility estimation using a rational GARCH model
Takaishi, Tetsuya - In: Quantitative finance and economics 2 (2018) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
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Quantile stochastic frontiers
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1177-1184
Persistent link: https://www.econbiz.de/10012161889
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Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick; Forbes, Catherine Scipione; Martin, Gael M. - 2016
Persistent link: https://www.econbiz.de/10011781784
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Parametric models of income distributions integrating misreporting and non-response mechanisms
Silva, Mathias - 2023 - This version: May 4, 2023
Persistent link: https://www.econbiz.de/10014284150