Search Results - subject:"Local Likelihood"

Bayesian local likelihood estimation of time-varying dsge models : allowing for indeterminacy

Wu, Jinshun; Wu, Luyao - In: Computational economics 64 (2024) 4, pp. 2437-2476

Persistent link: https://www.econbiz.de/10015144019

Correcting for productivity growth misspecification : a local likelihood estimation in global banking

Mamatzakis, Emmanuel C.; Tsionas, Efthymios G. - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2300-2316

Persistent link: https://www.econbiz.de/10014533416

Predicting binary outcomes based on the pair-copula construction

Lahiri, Kajal; Yang, Liu - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3089-3119

Persistent link: https://www.econbiz.de/10014329025

A frequency-domain analysis of medium-scale DSGE models

Wu, Jinshun; Maiti, Tapabrata - In: The Singapore economic review 67 (2022) 6, pp. 1951-1986

Persistent link: https://www.econbiz.de/10014240270

Revisiting forecasting of recessions via dynamic probit for time series by Kauppi and Saikkonen (2008)

Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - 2017

Persistent link: https://www.econbiz.de/10011746524

Forecasting of recessions via dynamic probit for time series : replication and extension of Kauppi and Saikkonen (2008)

Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 379-392

Persistent link: https://www.econbiz.de/10012219002

A time varying DSGE model with financial frictions

Galvão, Ana Beatriz; Giraitis, Liudas; Kapetanios, George - 2015

We build a time varying DSGE model with financial frictions in order to evaluate changes in the responses of the macroeconomy to financial friction shocks. Using US data, we find that the transmission of the financial friction shock to economic variables, such as output growth, has not changed...

Persistent link: https://www.econbiz.de/10011460776