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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Monetary policy"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Barnichon, Régis
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Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011947663
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2
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
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3
Gaussian mixture approximations of impulse responses and the non-linear effects of monetary shocks
Barnichon, Régis
;
Matthes, Christian
-
2016
Persistent link: https://www.econbiz.de/10011524293
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4
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
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2016
Persistent link: https://www.econbiz.de/10011606743
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5
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
6
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008807851
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7
Do local projections solve the bias problem in impulse response inference?
Kilian, Lutz
;
Kim, Yun Jung
-
2009
Persistent link: https://www.econbiz.de/10003835974
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8
Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
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9
On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O.
-
2001
Persistent link: https://www.econbiz.de/10013423461
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10
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
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