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Journal of economic dynamics & control
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ECONIS (ZBW)
41
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41
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1
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
2
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050835
Saved in:
3
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
4
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
5
Precision-based sampling for state space models that have no measurement error
Mertens, Elmar
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014480317
Saved in:
6
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
7
Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Wang, Zongrun
;
Zhou, Ling
;
Mi, Yunlong
;
Shi, Yong
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464787
Saved in:
8
Decomposing the output gap with inflation learning
Panovska, Irina
;
Ramamurthy, Srikanth
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393796
Saved in:
9
Latent variables analysis in structural models : A new decomposition of the kalman smoother
Chung, Hess
;
Fuentes-Albero, Cristina
;
Paustian, Matthias
; …
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012667010
Saved in:
10
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
11
Okun's Law across time and frequencies
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012503221
Saved in:
12
DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco
;
Giri, Federico
;
Palestrini, Antonio
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
Saved in:
13
Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
14
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
15
Permanent shocks, signal extraction, and portfolio selection
Nazliben, K. Korhan
;
Rodríguez, Juan Carlos
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 47-68
Persistent link: https://www.econbiz.de/10011974232
Saved in:
16
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
Saved in:
17
On the cyclicity of regional house prices : new evidence for U.S. metropolitan statistical areas
Flor, Michael A.
;
Klarl, Torben
- In:
Journal of economic dynamics & control
77
(
2017
),
pp. 134-156
Persistent link: https://www.econbiz.de/10011817461
Saved in:
18
Testing for time variation in an unobserved components model for the U.S. economy
Berger, Tino
;
Everaert, Gerdie
;
Vierke, Hauke
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 179-208
Persistent link: https://www.econbiz.de/10011708530
Saved in:
19
Changes in federal reserve preferences
Lakdawala, Aeimit
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 124-143
Persistent link: https://www.econbiz.de/10011708662
Saved in:
20
Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
Saved in:
21
The yield curve and the macro-economy across time and frequencies
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10009701904
Saved in:
22
Invertible and non-invertible information sets in linear rational expectations models
Baxter, Brad
;
Graham, Liam
;
Wright, Stephen
- In:
Journal of economic dynamics & control
35
(
2011
)
3
,
pp. 295-311
Persistent link: https://www.econbiz.de/10009240646
Saved in:
23
Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1358-1368
Persistent link: https://www.econbiz.de/10009241401
Saved in:
24
Time varying VARs with inequality restrictions
Koop, Gary
;
Potter, Simon M.
- In:
Journal of economic dynamics & control
35
(
2011
)
7
,
pp. 1126-1138
Persistent link: https://www.econbiz.de/10009241491
Saved in:
25
Modeling structural breaks in economic relationships using large shocks
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 417-436
Persistent link: https://www.econbiz.de/10003966451
Saved in:
26
Robust hidden Markov LQG problems
Hansen, Lars Peter
;
Mayer, Ricardo
;
Sargent, Thomas J.
- In:
Journal of economic dynamics & control
34
(
2010
)
10
,
pp. 1951-1966
Persistent link: https://www.econbiz.de/10009126828
Saved in:
27
Managing disinflation under uncertainty
Tesfaselassie, Mewael F.
;
Schaling, Eric
- In:
Journal of economic dynamics & control
34
(
2010
)
12
,
pp. 2568-2577
Persistent link: https://www.econbiz.de/10009127976
Saved in:
28
Computing the mean square error of unobserved components extracted by misspecified time series models
Harvey, Andrew C.
;
Delle Monache, Davide
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003809970
Saved in:
29
Estimated US manufacturing production capital and technology based on an estimated dynamic structural economic model
Chen, Baoline
;
Zadrozny, Peter A.
- In:
Journal of economic dynamics & control
33
(
2009
)
7
,
pp. 1398-1418
Persistent link: https://www.econbiz.de/10003846767
Saved in:
30
Imperfect transparency and shifts in the central bank's output gap target
Westelius, Niklas J.
- In:
Journal of economic dynamics & control
33
(
2009
)
4
,
pp. 985-996
Persistent link: https://www.econbiz.de/10003844141
Saved in:
31
Estimating the Federal Reserve's implicit inflation target : a state space approach
Leigh, Daniel
- In:
Journal of economic dynamics & control
32
(
2008
)
6
,
pp. 2013-2030
Persistent link: https://www.econbiz.de/10003732833
Saved in:
32
Computing second-order-accurate solutions for rational expectation models using linear solution methods
Lombardo, Giovanni
;
Sutherland, Alan
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 515-530
Persistent link: https://www.econbiz.de/10003412316
Saved in:
33
Parameter estimation in commodity markets : a filtering approach
Elliott, Robert J.
;
Hyndman, Cody B.
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2350-2373
Persistent link: https://www.econbiz.de/10003485120
Saved in:
34
Computing continuous-time growth models with boundary conditions via wavelets
Esteban-Bravo, Mercedes
;
Vidal-Sanz, José M.
- In:
Journal of economic dynamics & control
31
(
2007
)
11
,
pp. 3614-3643
Persistent link: https://www.econbiz.de/10003569781
Saved in:
35
Interpolation and backdating with a large information set
Angelini, Elena
;
Henry, Jérôme
;
Marcellino, Massimiliano
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2693-2724
Persistent link: https://www.econbiz.de/10003395622
Saved in:
36
The inflation aversion of the Bundesbank : a state space approach
Kuzin, Vladimir
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1671-1686
Persistent link: https://www.econbiz.de/10003370353
Saved in:
37
Employing the extended Kalman filter in measuring the output gap
Özbek, Levent
;
Özlale, Ümit
- In:
Journal of economic dynamics & control
29
(
2005
)
9
,
pp. 1611-1622
Persistent link: https://www.econbiz.de/10003068827
Saved in:
38
Indicator variables for optimal policy under asymmetric information
Svensson, Lars E. O.
;
Woodford, Michael
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 661-690
Persistent link: https://www.econbiz.de/10001854444
Saved in:
39
Computing observation weights for signal extraction and filtering
Koopman, Siem Jan
;
Harvey, Andrew C.
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096
Saved in:
40
Dynamic learning in a two-person experimental game
Mason, Charles F.
;
Phillips, Owen R.
- In:
Journal of economic dynamics & control
25
(
2001
)
9
,
pp. 1305-1344
Persistent link: https://www.econbiz.de/10001588178
Saved in:
41
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
Jensen, Mark J.
- In:
Journal of economic dynamics & control
24
(
2000
)
3
,
pp. 361-387
Persistent link: https://www.econbiz.de/10001433033
Saved in:
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