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Supplanting the "Minnesota" prior : forecasting macroeconomic time series using real business cycle model priors
Ingram, Beth Fisher - In: Journal of monetary economics 34 (1994) 3, pp. 497-510
Persistent link: https://www.econbiz.de/10001175077
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The time series of the cross section of asset prices
Menzly, Lior; Santos, Tano; Veronesi, Pietro - 2002
Persistent link: https://www.econbiz.de/10001709520
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The time series of the cross section of asset price
Menzly, Lior (contributor); Santos, Tano (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001698033
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Dynamic stochastic general equilibrium models under a liquidity trap and self-organizing state space modeling
Yano, Koiti (contributor) - 2009
Persistent link: https://www.econbiz.de/10003816309
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Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor - 2009
Persistent link: https://www.econbiz.de/10003919869
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Four essays in econometrics and macroeconomics
Born, Benjamin - 2011
Persistent link: https://www.econbiz.de/10009422848
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Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor; Krätzig, Markus - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
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Spectral properties of asset pricing models : a general equilibrium perspective
Beaubrun-Diant, Kevin E. - In: Macroeconomic dynamics 10 (2006) 2, pp. 183-205
Persistent link: https://www.econbiz.de/10003318609
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Three essays on dynamic economics
Hashimzade, Nigar - 2003
Persistent link: https://www.econbiz.de/10003385291
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Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor (contributor); Krätzig, Markus (contributor) - 2008
We present a comprehensive framework for Bayesian estimation of structural nonlinear dynamic economic models on sparse grids. The Smolyak operator underlying the sparse grids approach frees global approximation from the curse of dimensionality and we apply it to a Chebyshev approximation of the...
Persistent link: https://www.econbiz.de/10003636133