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~person:"Mertens, Elmar"
~subject:"Monte Carlo simulation"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Mertens, Elmar
Dijk, Herman K. van
32
Koopman, Siem Jan
31
Reed, W. Robert
23
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22
McAleer, Michael
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Pesaran, M. Hashem
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Dijk, Dick van
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Lucas, André
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Robert, Christian P.
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Lang, Stefan
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Ravazzolo, Francesco
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Asai, Manabu
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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2018
-
Current draft: February 16, 2018
Persistent link: https://www.econbiz.de/10011867086
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
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2015
Persistent link: https://www.econbiz.de/10011341627
Saved in:
4
Are spectral estimators useful for implementing long-run restrictions in SVARs?
Mertens, Elmar
-
2010
Persistent link: https://www.econbiz.de/10003968244
Saved in:
5
Are spectral estimators useful for implementing long-run restrictions in SVARs?
Mertens, Elmar
-
2008
’s misspeciflcation, they are subject to similar small sample biases. Indeed my
simulation
results paint a sobering picture: † Based on …
Persistent link: https://www.econbiz.de/10003882300
Saved in:
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