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Trend and uncertainty in the long-term real interest rate : Bayesian exponential tilting with survey data
Doh, Taeyoung - 2017
Persistent link: https://www.econbiz.de/10011763824
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Non-stationary hours in a DSGE model
Chang, Yongsung; Doh, Taeyoung; Schorfheide, Frank - In: Journal of money, credit and banking : JMCB 39 (2007) 6, pp. 1357-1373
Persistent link: https://www.econbiz.de/10003537765
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The state space representation and estimation of a time-varying parameter VAR with stochastic volatility
Doh, Taeyoung; Connolly, Michael - 2012
Persistent link: https://www.econbiz.de/10009575454
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Non-stationary hours in a DSGE model
Chang, Yongsung; Doh, Taeyoung; Schorfheide, Frank - 2006
Persistent link: https://www.econbiz.de/10003260791
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Non-Stationary Hours in a DSGE Model
Chang, Yongsung - 2019
The time series fit of dynamic stochastic general equilibrium (DSGE) models often suffers from restrictions on the long-run dynamics that are at odds with the data. Relaxing these restrictions can close the gap between DSGE models and vector autoregressions. This paper modifies a simple...
Persistent link: https://www.econbiz.de/10012706231
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Reconciling VAR-based forecasts with survey forecasts
Doh, Taeyoung; Smith, Andrew Lee - 2020 - Revised April 2020
Persistent link: https://www.econbiz.de/10011967302
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Non-stationary hours in a DSGE model
Chang, Yongsung - 2005
Persistent link: https://www.econbiz.de/10013424669
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A new approach to integrating expectations into VAR models
Doh, Taeyoung; Smith, Andrew Lee - In: Journal of monetary economics 132 (2022), pp. 24-43
Persistent link: https://www.econbiz.de/10013489595