Search Results - subject:"varying parameters"

Ilabaca, Francisco; Milani, Fabio - In: Journal of macroeconomics 68 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012630988

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021

fluctuations in the evolution of the unobserved state that drives the varying parameters, causing the instability of velocity …

Persistent link: https://www.econbiz.de/10012395397

Nordström, Martin - In: Applied economics letters 28 (2021) 1, pp. 23-31

Persistent link: https://www.econbiz.de/10012415041

Inoue, Atsushi; Lu, Jin; Pelletier, Denis - In: Journal of financial econometrics 19 (2021) 1, pp. 202-234

Persistent link: https://www.econbiz.de/10012504329

Benati, Luca - 2021

of money growth and inflation produced by time-varying parameters VARs has been near-uniformly one-for-one for all …

Persistent link: https://www.econbiz.de/10012597092

Kabundi, Alain; Mbelu, Asithandile - In: Empirical economics : a quarterly journal of the … 60 (2021) 4, pp. 1817-1844

Persistent link: https://www.econbiz.de/10012490676

Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei; … - 2021

Persistent link: https://www.econbiz.de/10012544215

Mumtaz, Haroon; Musso, Alberto - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 466-481

Persistent link: https://www.econbiz.de/10012499092

Chua, Chew Lian; Perera, Nelson; Suardi, Sandy - In: Applied economics 53 (2021) 21, pp. 2384-2397

Persistent link: https://www.econbiz.de/10012501241

Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065

Persistent link: https://www.econbiz.de/10012653225

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