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subject:"Business cycle"
subject:"Time series analysis"
~person:"Chan, Joshua"
~person:"Lütkepohl, Helmut"
~subject:"Schock"
~type_genre:"Article in journal"
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Estimation
30
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30
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18
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18
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17
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14
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14
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Chan, Joshua
Lütkepohl, Helmut
Gil-Alaña, Luis A.
84
Gupta, Rangan
53
Caporale, Guglielmo Maria
46
Tiwari, Aviral Kumar
30
Chang, Tsangyao
23
Moosa, Imad A.
21
Bahmani-Oskooee, Mohsen
16
Döpke, Jörg
16
Wohar, Mark E.
16
Jalles, João Tovar
14
Koopman, Siem Jan
14
Mumtaz, Haroon
14
Narayan, Paresh Kumar
14
Ramírez, Miguel D.
14
Pierdzioch, Christian
13
Balcilar, Mehmet
12
Koop, Gary
12
Li, Jia
12
Ma, Feng
12
Marcellino, Massimiliano
12
Ranjbar, Omid
12
Tauchen, George Eugene
12
Österholm, Pär
12
Payne, James E.
11
Serletis, Apostolos
11
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10
Bollerslev, Tim
10
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10
Herwartz, Helmut
10
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10
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10
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9
Gambetti, Luca
9
Hammoudeh, Shawkat
9
Huber, Florian
9
McAleer, Michael
9
Salisu, Afees A.
9
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9
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Journal of economic dynamics & control
4
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3
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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1
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1
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ECONIS (ZBW)
19
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1
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
5
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
6
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
7
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
8
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
10
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
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