Search Results - subject:"State–Space Models"

Short-run forecasting of Argentine gross domestic product growth

Camacho, Maximo; Dal Bianco, Marcos; Martínez-Martín, … - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 473-485

Persistent link: https://www.econbiz.de/10011403777

Can we beat the random-walk model for the South African rand-US dollar and South African rand-UK pound exchange rates? : evidence from dynamic model averaging

De Bruyn, Riané; Gupta, Rangan; Van Eyden, Reneé - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 502-524

Persistent link: https://www.econbiz.de/10011403785

The dynamics of returns on renewable energy companies : a state-space approach

Inchauspe, Julian; Ripple, Ronald D.; Trück, Stefan - In: Energy economics 48 (2015), pp. 325-335

Persistent link: https://www.econbiz.de/10011533827

Liquidity and credit premia in the yields of highly-rated sovereign bonds

Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - In: Journal of empirical finance 33 (2015), pp. 160-173

Persistent link: https://www.econbiz.de/10011556864

The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time

Vogel, Lena - 2008

models a time-varying NAIRU. We combine both approaches and estimate state-space models of the hybrid New Keynesian Phillips …

Persistent link: https://www.econbiz.de/10010420831

The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time

Vogel, Lena - Fachbereich Sozialökonomie, Universität Hamburg - 2008

models a time-varying NAIRU. We combine both approaches and estimate state-space models of the hybrid New Keynesian Phillips …

Persistent link: https://www.econbiz.de/10005464592

Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches

Mazzi, Gian Luigi; Reynès, Frédéric; Lemoine, Matthieu; … - Sciences économiques, Sciences Po - 2008

We develop a new version of the production function (PF) approach usually used for estimating the output gap of the euro area. Our version does not call for any (often imprecise) measure of the capital stock and improves the estimation of the trend total factor productivity. We asses this...

Persistent link: https://www.econbiz.de/10010798348

Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches

Lemoine, Matthieu; Mazzi, Gian Luigi; Monperrus-Veroni, … - Volkswirtschaftliche Fakultät, … - 2008

Persistent link: https://www.econbiz.de/10005836945

Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches

Mazzi, Gian Luigi; Reynès, Frédéric; Lemoine, Matthieu; … - Department of Economics, Sciences économiques - 2008

Persistent link: https://www.econbiz.de/10010756777

The relationship between the hybrid New Keynesian Phillips curve and the NAIRU over time

Vogel, Lena - 2008

models a time-varying NAIRU. We combine both approaches and estimate state-space models of the hybrid New Keynesian Phillips …

Persistent link: https://www.econbiz.de/10010425873