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~isPartOf:"CAMA working paper series"
~isPartOf:"Economic modelling"
~isPartOf:"Research series / Universiteit van Amsterdam"
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1
A state space approach to evaluate multi-horizon forecasts
Goodwin, Thomas
;
Tian, Jing
-
2017
Persistent link: https://www.econbiz.de/10011746840
Saved in:
2
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
3
The natural rate of interest in a nonlinear DSGE model
Hirose, Yasuo
;
Sunakawa, Takeki
-
2017
Persistent link: https://www.econbiz.de/10011747745
Saved in:
4
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
5
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
6
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
7
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
8
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342444
Saved in:
9
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011342445
Saved in:
10
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
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