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Assessing the impact of Basel III: evidence from macroeconomic models : literature review and simulations
Basel Committee on Banking Supervision - 2021
of the regulatory changes. The second part of the report provides a simulation of regulatory scenarios replicating the …
Persistent link: https://www.econbiz.de/10012515397
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Seasonal Adjustment Without Revisions : A Real-Time Approach
Abeln, Barend; Jacobs, Jan - 2023
CAMPLET and X-13ARIMA-SEATS in a controlled simulation framework using a variety of data generating processes, and illustrate …
Persistent link: https://www.econbiz.de/10013551782
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A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian; Unosson, Måns; Yang, Yukai - In: Journal of time series econometrics 12 (2020) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
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Rational random walks
Chiappori, Pierre-André; Guesnerie, Roger - 1993
Persistent link: https://www.econbiz.de/10000860633
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The quantitative significance of the Lucas critique
Miller, Preston J.; Roberds, William - 1987
Persistent link: https://www.econbiz.de/10000723225
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Time series modeling in economics : November 1987
Kunst, Robert M. (ed.); Brandner, Peter (contributor) - 1988
Persistent link: https://www.econbiz.de/10000804210
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Cointegration in a macro-economic system
Kunst, Robert M. - 1988
Persistent link: https://www.econbiz.de/10000806742
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A time-series test of rational expectations macromodel : an application of the ARCH process
Jeong, Kuk-hwan - 1987
Persistent link: https://www.econbiz.de/10000779382
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La méthode de désaisonnalisation X-11-ARIMA
Vera-Mendez, Alberto; Nicolas, Pierre - 1987
Persistent link: https://www.econbiz.de/10000755842
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A time series analysis of seasonality in econometric models with an application to a monetary model
Plosser, Charles I. - 1976
Persistent link: https://www.econbiz.de/10000596814