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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

Banking crisis and cyclic shocks : a perspective on volatility clustering

Sun, Mingyuan - In: The international journal of business and finance … 12 (2018) 2, pp. 49-61

Persistent link: https://www.econbiz.de/10011926722

Measuring intervention effects on multiple time series subjected to linear restrictions : a banking example

Guerrero, Víctor M. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 489-497

Persistent link: https://www.econbiz.de/10001251796

Forecasting cash holding with cash deposit using time series approaches

Kobpongkit Navapan; Liu, Jianxu; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 501-510). 2017

Persistent link: https://www.econbiz.de/10011801810

Quadruple wavelet coherence and pairwise cointegration : comparative time-frequency analysis of bank deposit rate

Kirik, Alper; Oygur, Tunc; Erzurumlu, Yaman - In: Journal of economic studies 50 (2023) 2, pp. 147-172

Persistent link: https://www.econbiz.de/10014226465

Shocks and frictions in US business cycles : a Bayesian DSGE approach

Smets, Frank (contributor); Wouters, Rafael (contributor) - 2007

Using a Bayesian likelihood approach, we estimate a dynamic stochastic general equilibrium model for the US economy using seven macro-economic time series. The model incorporates many types of real and nominal frictions and seven types of structural shocks. We show that this model is able to...