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The long-run Phillips curve : a structural VAR investigation

Benati, Luca - In: Journal of monetary economics 76 (2015), pp. 15-28

Persistent link: https://www.econbiz.de/10011569676

Structural changes in inflation dynamics : multiple breaks at different dates for different parameters

Eo, Yunjong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 211-231

Persistent link: https://www.econbiz.de/10011507522

Inflation dynamics in the frequency domain

Martins, Manuel Mota Freitas; Verona, Fabio - In: Economics letters 231 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014461250

What drives the recent surge in inflation : the historical decomposition roller coaster

Bergholt, Drago; Canova, Fabio; Furlanetto, Francesco; … - 2024

Persistent link: https://www.econbiz.de/10014526227

Priors from DSGE models for dynamic factor analysis

Bäurle, Gregor - 2008

We propose a method to incorporate information from Dynamic Stochastic General Equilibrium (DSGE) models into Dynamic Factor Analysis. The method combines a procedure previously applied for Bayesian Vector Autoregressions and a Gibbs Sampling approach for Dynamic Factor Models. The factors in...

Persistent link: https://www.econbiz.de/10003923369