Search Results - subject:"components model"

Baltagi, Badi H. - In: Econometric reviews 42 (2023) 2, pp. 240-246

Persistent link: https://www.econbiz.de/10014305504

Semi-structural VAR and unobserved components models to estimate finance-neutral output gap

Kátay, Gábor; Kerdelhué, Lisa; Lequien, Matthieu - 2020

-structural unobserved components model. To complement these models, a semi-structural vector autoregression model is proposed in which only … capabilities to the semi-structural unobserved components model. Overall, financial cycles appear to be relevant in Japan, Spain …

Persistent link: https://www.econbiz.de/10012806440

Semi-structural VAR and unobserved components models to estimate finance-neutral output gap

Kátay, Gábor; Kerdelhué, Lisa; Lequien, Matthieu - 2020

Persistent link: https://www.econbiz.de/10012320331

Which output gap estimates are stable in real time and why?

Barbarino, Alessandro; Berge, Travis J.; Chen, Han; … - 2020

Persistent link: https://www.econbiz.de/10012389846

Estimating potential output and the output gap in Slovenia using an unobserved components model

Radovan, Jan - 2020

Persistent link: https://www.econbiz.de/10012249846

R-star in transition economies: evidence from Slovakia

Kupkovič, Patrik - 2020

Persistent link: https://www.econbiz.de/10012253780

R-star in transition economies : evidence from Slovakia

Kupkovič, Patrik - In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 8, pp. 761-786

Persistent link: https://www.econbiz.de/10012591158

An unobserved components model of total factor productivity and the relative price of investment

Chan, Joshua; Wemy, Edouard - 2020

Persistent link: https://www.econbiz.de/10012542411

The impact of Merger and Acquisition announcements on Acquirer's share price : an analytical study using Random effects

Oswal, Sunny; Goel, Kushagra - In: The IUP journal of applied economics 19 (2020) 3, pp. 7-25

Persistent link: https://www.econbiz.de/10012704841

Multidimensional fragility in 2020

Desai, Harsh; Forsberg, Erik - 2020

This analysis of the 2020 OECD multidimensional fragility framework is a background paper for States of Fragility 2020. It provides a snapshot of the state of fragility in the world today, paying particular attention to the 57 fragile contexts on the framework. The paper starts by unpacking the...

Persistent link: https://www.econbiz.de/10012312500

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