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E-stability vis-à-vis determinacy in regime-switching models

McClung, Nigel - In: Journal of economic dynamics & control 121 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012504139

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

Does my model predict a forward guidance puzzle?

Gibbs, Christopher G.; McClung, Nigel - In: Review of economic dynamics 51 (2023), pp. 393-423

Persistent link: https://www.econbiz.de/10014471851

Coherence without rationality at the zero lower bound

Ascari, Guido; Mavroeidis, Sophocles; McClung, Nigel - In: Journal of economic theory 214 (2023), pp. 1-36

Persistent link: https://www.econbiz.de/10014540711

Likelihood-ratio-based confidence sets for the timing of structural breaks

Eo, Yunjong; Morley, James C. - In: Quantitative economics : QE ; journal of the … 6 (2015) 2, pp. 463-497

We propose the use of likelihood-ratio-based confidence sets for the timing of structural breaks in parameters from time series regression models. The confidence sets are valid for the broad setting of a system of multivariate linear regression equations under fairly general assumptions about...

Persistent link: https://www.econbiz.de/10011757721