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Spatial price competition : a semiparametric approach
Pinkse, Joris; Slade, Margaret Emily; Brett, Craig - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1111-1153
Persistent link: https://www.econbiz.de/10001688043
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Spatial Price Competition : A Semiparametric Approach
Pinkse, Joris; Slade, Margaret E.; Brett, Craig - 2002
We investigate the nature of price competition among firms that produce differentiated products and compete in markets that are limited in extent. We propose an instrumental variables series estimator for the matrix of cross price response coefficients, demonstrate that our estimator is...
Persistent link: https://www.econbiz.de/10014116198
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Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
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State space models with endogenous regime switching
Chang, Yoosoon; Tan, Fei; Wei, Xin - 2018 - This version: November 29, 2018
Persistent link: https://www.econbiz.de/10012223866
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Non-Normalities of the Business Cycle
Knüppel, Malte - 2005
Persistent link: https://www.econbiz.de/10002759902
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On the forecasting of economic time series : structural versus data-based approaches
Wang, Mu-Chun - 2009 - 1. ed.
Persistent link: https://www.econbiz.de/10003868101
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Bayesian inference for nonlinear structural time series models
Hall, Jamie; Pitt, Michael K.; Kohn, Robert - In: Journal of econometrics 179 (2014) 2, pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
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Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - In: Review of economic dynamics 41 (2021), pp. 96-120
Persistent link: https://www.econbiz.de/10012872924
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Posterior inference on parameters in a nonlinear DSGE model via Gaussian-based filters
Noh, Sanha - In: Computational economics 56 (2020) 4, pp. 795-841
Persistent link: https://www.econbiz.de/10012390473