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Bayesian prior elicitation in DSGE models: Macro- vs micropriors
Lombardi, Marco; Nicoletti, Giulio - In: Journal of economic dynamics & control 36 (2012) 2, pp. 294-313
Persistent link: https://www.econbiz.de/10009489608
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Short-term inflation projections : a Bayesian vector autoregressive approach
Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International journal of forecasting 30 (2014) 3, pp. 635-644
Persistent link: https://www.econbiz.de/10010514782
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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander; Neuhoff, Daniel - In: Economics letters 133 (2015), pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
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Estimating a DSGE model for Japan in a data-rich environment
Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; Namba, Ryoichi; … - In: Journal of the Japanese and international economies : … 36 (2015), pp. 25-55
Persistent link: https://www.econbiz.de/10011380592
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Christopher A. Sims and vector autoregressions
Christiano, Lawrence J. - In: The Scandinavian journal of economics 114 (2012) 4, pp. 1082-1104
Persistent link: https://www.econbiz.de/10009744352
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The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession
Österholm, Pär - In: Journal of macroeconomics 34 (2012) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10009624475
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Structural changes in the Czech economy : a DSGE model approach
Čapek, Jan - In: Prague economic papers : a bimonthly journal of … 25 (2016) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10011454214
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Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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DSGE priors for BVAR models
Filippeli, Thomai; Theodoridis, Konstantinos - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 627-656
Persistent link: https://www.econbiz.de/10011292826
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Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian; Koop, Gary; Onorante, Luca - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 669-683
Persistent link: https://www.econbiz.de/10012588006