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~isPartOf:"Staff working papers / Bank of England"
~subject:"Bayesian inference"
~subject:"Kointegration"
~type_genre:"Graue Literatur"
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Time-varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
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2019
Persistent link: https://www.econbiz.de/10011996512
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2
Trend and cycle shocks in Bayesian unobserved components models for UK productivity
Melolinna, Marko
;
Tóth, Máté
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2019
Persistent link: https://www.econbiz.de/10012202427
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3
Macroeconomic tail events with non-linear Bayesian VARs
Chiu, Ching Wai Jeremy
;
Hacıoǧlu Hoke, Sinem
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2016
Persistent link: https://www.econbiz.de/10011557391
Saved in:
4
A Bayesian VAR benchmark for COMPASS
Domit, Sílvia
;
Monti, Francesca
;
Sokol, Andrej
-
2016
Persistent link: https://www.econbiz.de/10011443347
Saved in:
5
Output gaps, inflation and financial cycles in the United Kingdom
Melolinna, Marko
;
Tóth, Máté
-
2016
Persistent link: https://www.econbiz.de/10011443353
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