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1
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
Saved in:
2
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
3
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
4
Discovering stars : problems in recovering latent variables from models
Buncic, Daniel
;
Pagan, Adrian R.
-
2022
Persistent link: https://www.econbiz.de/10013478646
Saved in:
5
Multivariate decompositions and seasonal gender employment
Tian, Jing
;
Jacobs, Jan
;
Osborn, Denise R.
-
2021
Persistent link: https://www.econbiz.de/10012663829
Saved in:
6
Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Harvie, Charles
; …
-
2021
Persistent link: https://www.econbiz.de/10012586476
Saved in:
7
Impossible trinity in a small open economy : a state-space model informed policy simulation
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Jayanthakumaran, Kankesu
-
2021
Persistent link: https://www.econbiz.de/10012586491
Saved in:
8
Too many shocks spoil the interpretation
Pagan, Adrian R.
;
Robinson, Tim
-
2020
Persistent link: https://www.econbiz.de/10012225079
Saved in:
9
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
10
The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
-
2022
Persistent link: https://www.econbiz.de/10012878807
Saved in:
11
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
12
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
13
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
14
A state space approach to evaluate multi-horizon forecasts
Goodwin, Thomas
;
Tian, Jing
-
2017
Persistent link: https://www.econbiz.de/10011746840
Saved in:
15
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
16
The natural rate of interest in a nonlinear DSGE model
Hirose, Yasuo
;
Sunakawa, Takeki
-
2017
Persistent link: https://www.econbiz.de/10011747745
Saved in:
17
Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Pozzi, Lorenzo
;
Sadaba, Barbara
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 951-994
Persistent link: https://www.econbiz.de/10012241042
Saved in:
18
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
19
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
20
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
21
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
22
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342444
Saved in:
23
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011342445
Saved in:
24
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
Saved in:
25
Estimation and solution of models with expectations and structural changes
Kulish, Mariano
;
Pagan, Adrian R.
-
2014
Persistent link: https://www.econbiz.de/10010244592
Saved in:
26
A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua
;
Koop, Gary
;
Potter, Simon M.
-
2014
Persistent link: https://www.econbiz.de/10010244610
Saved in:
27
Fast computation of the deviance information criterion for latent variable models
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10010244614
Saved in:
28
Measuring the slowly evolving trend in US inflation with professional forecasts
Nason, James Michael
;
Smith, Gregor W.
-
2014
Persistent link: https://www.econbiz.de/10010244619
Saved in:
29
Efficient Jacobian evaluations for estimating zero lower bound term structure models
Krippner, Leo
-
2014
Persistent link: https://www.econbiz.de/10010244633
Saved in:
30
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009750030
Saved in:
31
A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo
-
2013
Persistent link: https://www.econbiz.de/10009788818
Saved in:
32
Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
;
Hsiao, Cody Y. L.
-
2013
Persistent link: https://www.econbiz.de/10010211772
Saved in:
33
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
34
Estimation in non-linear non-Gaussian state space models with precision-based methods
Chan, Joshua C. C.
;
Strachan, Rodney W.
-
2012
Persistent link: https://www.econbiz.de/10009561179
Saved in:
35
Bayesian estimation of DSGE models
Guerrón-Quintana, Pablo A.
;
Nason, James Michael
-
2012
Persistent link: https://www.econbiz.de/10009561198
Saved in:
36
A new model of trend inflation
Chan, Joshua C. C.
;
Koop, Gary
;
Potter, Simon M.
-
2012
Persistent link: https://www.econbiz.de/10009561204
Saved in:
37
Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi H.
;
Dwyer, Gerald P. <jun.>
;
Flavin, Thomas J.
-
2011
Persistent link: https://www.econbiz.de/10009405731
Saved in:
38
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009405741
Saved in:
39
On a unique nondegenerate distribution of agents in the Huggett model
Kam, Timothy
;
Lee, Junsang
-
2010
Persistent link: https://www.econbiz.de/10008697798
Saved in:
40
Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Guérin, Pierre
;
Maurin, Laurent
;
Mohr, Matthias
- In:
Macroeconomic dynamics
19
(
2015
)
2
,
pp. 363-393
Persistent link: https://www.econbiz.de/10011308645
Saved in:
41
The quantity theory revisited : a new structural approach
Shagi, Makram el-
;
Giesen, Sebastian
;
Kelly, Logan J.
- In:
Macroeconomic dynamics
19
(
2015
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10011308659
Saved in:
42
Trend in cycle or cycle in trend? : new structural identifications for unobserved-components models of U.S. real GDP
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10011309209
Saved in:
43
A Bayesian analysis of weak identification in stock price decompositions
Balke, Nathan S.
;
Ma, Jun
;
Wohar, Mark E.
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 728-752
Persistent link: https://www.econbiz.de/10011309216
Saved in:
44
Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
Saved in:
45
Imperfect transmission of technology shocks and the business cycle consequences
Fout, Hamilton B.
;
Francis, Neville
- In:
Macroeconomic dynamics
18
(
2014
)
2
,
pp. 418-437
Persistent link: https://www.econbiz.de/10010356795
Saved in:
46
The role of transitory and persistent shocks in the consumption correlation and international comovement puzzles
Wada, Tatsuma
- In:
Macroeconomic dynamics
18
(
2014
)
6
,
pp. 1234-1270
Persistent link: https://www.econbiz.de/10010467986
Saved in:
47
On the measurement of total factor productivity : a latent variable approach
Fuentes S. M., J. Rodrigo
;
Morales, Marco
- In:
Macroeconomic dynamics
15
(
2011
)
2
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009011935
Saved in:
48
US core inflation : a wavelet analysis
Dowd, Kevin
;
Cotter, John
;
Loh, Lixia
- In:
Macroeconomic dynamics
15
(
2011
)
4
,
pp. 513-536
Persistent link: https://www.econbiz.de/10009376152
Saved in:
49
Statistical learning with time-varying parameters
McGough, Bruce
- In:
Macroeconomic dynamics
7
(
2003
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10001750287
Saved in:
50
Robust permanent income and pricing with filtering
Hansen, Lars Peter
;
Sargent, Thomas J.
;
Wang, Neng E.
- In:
Macroeconomic dynamics
6
(
2002
)
1
,
pp. 40-84
Persistent link: https://www.econbiz.de/10001659466
Saved in:
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