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~language:"eng"
~person:"Canova, Fabio"
~person:"Urbain, Jean-Pierre"
~subject:"Schätztheorie"
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Schätztheorie
Theorie
34
Theory
34
Business cycle
27
Konjunktur
26
Time series analysis
16
Zeitreihenanalyse
16
USA
15
United States
15
VAR model
14
VAR-Modell
14
Konjunkturzusammenhang
13
Business cycle synchronization
12
Estimation theory
11
Monetary policy
11
Bayes-Statistik
8
Bayesian inference
8
Dynamic equilibrium
8
Dynamisches Gleichgewicht
8
Geldpolitik
8
Business cycles
7
Panel
7
Panel study
7
Schock
7
Shock
7
Cointegration
6
DSGE models
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Estimation
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G7 countries
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G7-Staaten
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Schätzung
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5
Bruttoinlandsprodukt
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Canova, Fabio
Urbain, Jean-Pierre
Croux, Christophe
18
Nielsen, Morten Ørregaard
16
MacKinnon, James G.
12
Phillips, Garry D. A.
11
Minford, Patrick
9
Nelson, Daniel B.
9
Xu, Yongdeng
9
Benati, Luca
8
Claeskens, Gerda
8
Lugosi, Gábor
8
Schmid, Timo
8
Webb, Matthew
8
Meenagh, David
7
Phillips, Peter C. B.
7
Shephard, Neil G.
7
Zhou, Qiankun
7
Alfons, Andreas
6
Johansen, Søren
6
Koop, Gary
6
Nawata, Kazumitsu
6
Pesaran, M. Hashem
6
Rossi, Barbara
6
Winker, Peter
6
Auclert, Adrien
5
Boudt, Kris
5
Greene, William H.
5
Gstach, Dieter
5
Lesage, James P.
5
Rognlie, Matthew
5
Rossi, Peter E.
5
Satorra, Albert
5
Straub, Ludwig
5
Teräsvirta, Timo
5
Tzavidis, Nikos
5
Wickens, Michael R.
5
Andersen, Steffen
4
Banerjee, Anindya
4
Barndorff-Nielsen, Ole E.
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Research memorandum / METEOR
3
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
Barcelona GSE working paper series : working paper
2
GSBE research memoranda
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration / METEOR, University of Limburg, Faculty of Economics and Business Administration
2
Journal of monetary economics
1
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ECONIS (ZBW)
11
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11
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1
A multivariate invariance principle for modified wild bootstrap methods with an spplication to unit root testing
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2014
Persistent link: https://www.econbiz.de/10010386007
Saved in:
2
CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, Hande
;
Urbain, Jean-Pierre
;
Westerlund, Joakim
-
2014
Persistent link: https://www.econbiz.de/10010386009
Saved in:
3
Multiple filtering devices for the estimation of cyclical DSGE models
Canova, Fabio
;
Ferroni, Filippo
-
2009
Persistent link: https://www.econbiz.de/10008664766
Saved in:
4
Multiple filtering devices for the estimation of cyclical DSGE model
Canova, Fabio
;
Ferroni, Filippo
- In:
Quantitative economics : QE ; journal of the …
2
(
2011
)
1
,
pp. 73-98
when just one filter is used. We revisit the role of money in the transmission of monetary
business
cycles. …
Persistent link: https://www.econbiz.de/10011755937
Saved in:
5
Bridging DSGE models and the raw data
Canova, Fabio
-
2012
Persistent link: https://www.econbiz.de/10009720633
Saved in:
6
Estimating overidentified, nonrecursive, time-varying coefficients structural VARs
Canova, Fabio
;
Pérez Forero, Fernando J.
-
2012
Persistent link: https://www.econbiz.de/10009720638
Saved in:
7
Bridging DSGE models and the raw data
Canova, Fabio
- In:
Journal of monetary economics
67
(
2014
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010510931
Saved in:
8
Multiple filtering devices for the estimation of cyclical DSGE models
Canova, Fabio
;
Ferroni, Filippo
- In:
Quantitative economics : QE ; journal of the …
2
(
2011
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10008991319
Saved in:
9
Testing for common cycles in VAR models with cointegration
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
-
1997
Persistent link: https://www.econbiz.de/10000981783
Saved in:
10
Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
-
1997
Persistent link: https://www.econbiz.de/10000989790
Saved in:
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