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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Wirtschaftswachstum"
~subject:"Zeitreihenanalyse"
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Wirtschaftswachstum
Zeitreihenanalyse
Decomposition method
17
Dekompositionsverfahren
17
Theorie
14
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14
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9
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7
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Cholesky decomposition
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Ahn, Hie Joo
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Chung, Hess
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Franco Neto, Afonso Arinos de Mello
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CREATES research paper
Journal of economic dynamics & control
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Energy economics
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International Journal of Energy Economics and Policy : IJEEP
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Latent variables analysis in structural models : A new
decomposition
of the kalman smoother
Chung, Hess
;
Fuentes-Albero, Cristina
;
Paustian, Matthias
; …
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012667010
Saved in:
2
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral
decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
3
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
6
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
Saved in:
7
Correlated income shocks and excess smoothness of consumption
Hryshko, Dmytro
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 41-62
Persistent link: https://www.econbiz.de/10010485838
Saved in:
8
DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco
;
Giri, Federico
;
Palestrini, Antonio
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
Saved in:
9
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
Guillén, Osmani Teixeira de Carvalho
;
Issler, João Victor
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 62-78
Persistent link: https://www.econbiz.de/10010388833
Saved in:
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