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~subject:"Monetary policy"
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Search: subject_exact:"State space model"
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Monetary policy
USA
State space model
78
Zustandsraummodell
78
Time series analysis
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Estimation
30
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30
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Altissimo, Filippo
1
Arora, Sanchit
1
Bacchiocchi, Emanuele
1
Bastianin, Andrea
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Benhmad, François
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De Silva, Ashton
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Di Giorgio, Giorgio
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Economic modelling
Discussion paper / Tinbergen Institute
16
Finance and economics discussion series
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
CAMA working paper series
9
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
Journal of economic dynamics & control
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
Bank of Finland research discussion papers
6
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of macroeconomics
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series / European Central Bank
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CESifo working papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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International review of economics & finance : IREF
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1
Emerging market responses to external shocks : a cross-country analysis
Hallam, Bahar Sungurtekin
- In:
Economic modelling
115
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014228663
Saved in:
2
Structural analysis with mixed-frequency data : a model of US capital flows
Bacchiocchi, Emanuele
;
Bastianin, Andrea
;
Missale, …
- In:
Economic modelling
89
(
2020
),
pp. 427-443
Persistent link: https://www.econbiz.de/10012426146
Saved in:
3
Estimating the Indian natural interest rate : a semi-structural approach
Goyal, Ashima
;
Arora, Sanchit
- In:
Economic modelling
58
(
2016
),
pp. 141-153
Persistent link: https://www.econbiz.de/10011647076
Saved in:
4
Cyclicality of real wages in the USA and Germany : new insights from wavelet analysis
Marczak, Martyna
;
Gómez, Víctor
- In:
Economic modelling
47
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011437805
Saved in:
5
Estimation of state changes in system descriptions for dynamic Bayesian networks by using a genetic procedure and particle filters
Lu, Jianjun
;
Tokinaga, Shozo
- In:
Economic modelling
39
(
2014
),
pp. 138-145
Persistent link: https://www.econbiz.de/10010419966
Saved in:
6
The loss from uncertainty on policy targets
Di Giorgio, Giorgio
;
Traficante, Guido
- In:
Economic modelling
30
(
2013
),
pp. 175-182
Persistent link: https://www.econbiz.de/10009703690
Saved in:
7
Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
Benhmad, François
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1505-1514
Persistent link: https://www.econbiz.de/10009667309
Saved in:
8
A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph D.
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
Saved in:
9
Structural and reduced approaches of the equilibrium rate of unemployment, a comparison between France and the United States
Heyer, Eric
;
Reynés, Frédéric
;
Sterdyniak, Henri
- In:
Economic modelling
24
(
2007
)
1
,
pp. 42-65
Persistent link: https://www.econbiz.de/10003408605
Saved in:
10
Is money informative? : Evidence from a large model used for policy analysis
Altissimo, Filippo
;
Gaiotti, Eugenio
;
Locarno, Alberto
- In:
Economic modelling
22
(
2005
)
2
,
pp. 285-304
Persistent link: https://www.econbiz.de/10002636901
Saved in:
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