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Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions

Dueker, Michael (contributor) - 2001 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10001962982

Forecasting output with information from business cycle turning points : a qualitative variable VAR

Dueker, Michael (contributor); … - 2001 - [Elektronische Ressource].

Persistent link: https://www.econbiz.de/10001965117

Business cycle detrending of macroeconomic data via a latent business cycle index

Dueker, Michael (contributor); … - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001974447

Dynamic forecasts of qualitative variables : a qual VAR model of US recessions

Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 96-104

Persistent link: https://www.econbiz.de/10002584007

The price puzzle and indeterminacy in an estimated DSGE model

Belaygorod, Anatoliy (contributor); … - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003739744

Multivariate contemporaneous-threshold autoregressive models

Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Journal of econometrics 160 (2011) 2, pp. 311-325

Persistent link: https://www.econbiz.de/10009242250

Forecasting macro variables with a Qual VAR business cycle turning point index

Dueker, Michael; Assenmacher-Wesche, Katrin - In: Applied economics 42 (2010) 22/24, pp. 2909-2920

Persistent link: https://www.econbiz.de/10008748236

Business-cycle filtering of macroeconomic data via a latent business-cycle index

Dueker, Michael; Nelson, Charles R. - In: Macroeconomic dynamics 10 (2006) 5, pp. 573-594

Persistent link: https://www.econbiz.de/10003391091

The monetary policy innovation paradox in VARs : "discrete" explanation

Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 2, pp. 43-49

Persistent link: https://www.econbiz.de/10001697105

The Price Puzzle and Indeterminacy in an Estimated DSGE Model

Belaygorod, Anatoliy - 2007

We extend Lubik and Schorfheide's (2004) likelihood-based estimation of dynamic stochastic general equilibrium (DSGE) models under indeterminacy to encompass a sample period including both determinacy and indeterminacy by implementing the change-point methodology (Chib, 1998). The most striking...

Persistent link: https://www.econbiz.de/10012730569