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person:"Gust, Christopher J."
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DSGE model
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DSGE-Modell
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Estimation
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Maximum likelihood estimation
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Gust, Christopher J.
Schorfheide, Frank
62
Kolasa, Marcin
41
Minford, Patrick
40
Del Negro, Marco
29
Funke, Michael
29
Meenagh, David
26
Maih, Junior
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Ferroni, Filippo
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Theodoridis, Konstantinos
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Vogel, Lukas
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Wickens, Michael R.
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Canova, Fabio
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Lindé, Jesper
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Xu, Yongdeng
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Kollmann, Robert
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Fernández-Villaverde, Jesús
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Fève, Patrick
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Pisani, Massimiliano
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Galí, Jordi
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Matthes, Christian
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Ratto, Marco
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Binning, Andrew
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Kitano, Shigeto
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Le, Vo Phuong Mai
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Takaku, Kenya
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Brzoza-Brzezina, Michał
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Gelain, Paolo
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Guerrieri, Luca
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Inoue, Atsushi
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Smets, Frank
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Villa, Stefania
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Cardani, Roberta
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Coenen, Günter
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Hohberger, Stefan
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Paccagnini, Alessia
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Papageorgiou, Dimitris
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Röger, Werner
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ECONIS (ZBW)
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Oil shocks and the zero bound on nominal interest rates
Bodenstein, Martin
;
Guerrieri, Luca
;
Gust, Christopher J.
-
2010
Persistent link: https://www.econbiz.de/10009550953
Saved in:
2
Portfolio inertia and the equity premium
Gust, Christopher J.
;
López-Salido, José David
-
2009
Persistent link: https://www.econbiz.de/10009535466
Saved in:
3
The power of long-run structural VARs
Gust, Christopher J.
;
Vigfusson, Robert J.
-
2009
Persistent link: https://www.econbiz.de/10009535472
Saved in:
4
Oil shocks and the zero bound on nominal interest rates
Bodenstein, Martin
;
Guerrieri, Luca
;
Gust, Christopher J.
- In:
Journal of international money and finance
32
(
2013
),
pp. 941-967
Persistent link: https://www.econbiz.de/10009733441
Saved in:
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