Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10001402144
Persistent link: https://www.econbiz.de/10003739214
Persistent link: https://www.econbiz.de/10003691880
Persistent link: https://www.econbiz.de/10009722630
Persistent link: https://www.econbiz.de/10001665206
Persistent link: https://www.econbiz.de/10001165832
Persistent link: https://www.econbiz.de/10001188482
Persistent link: https://www.econbiz.de/10009740335
This chapter presents a survey of some recent methods used in economics and finance to account for cyclical dependence and account for their multifaced dynamics: nonlinearities, extreme events, asymmetries, non-stationarity, time-varying moments. To circumvent the caveats of the standard...
Persistent link: https://www.econbiz.de/10012395263
This paper proposes new estimates of potential growth for 5 major industrialized countries. We use a state-space approach to obtain joint estimates of potential growth and the natural interest rates. The model is a reduced-form of a partial equilibrium model with a Phillips curve and an IS...
Persistent link: https://www.econbiz.de/10012395361