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State space model
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Marcellino, Massimiliano
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Fiorentini, Gabriele
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Discussion paper / Centre for Economic Policy Research
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1
The rise and fall of the natural interest rate
Fiorentini, Gabriele
;
Galesi, Alessandro
; …
-
2018
Persistent link: https://www.econbiz.de/10011947645
Saved in:
2
ECB policies involving government bond purchases : impacts and channels
Krishnamurthy, Arvind
;
Nagel, Stefan
; …
-
2017
Persistent link: https://www.econbiz.de/10011787992
Saved in:
3
The rational inattention filter
Maćkowiak, Bartosz
;
Matejka, Filip
;
Wiederholt, Mirko
-
2016
Persistent link: https://www.econbiz.de/10011494170
Saved in:
4
Adaptive state space models with applications to the business cycle and financial stress
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2016
Persistent link: https://www.econbiz.de/10011586667
Saved in:
5
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10011442792
Saved in:
6
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010495553
Saved in:
7
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Villaverde, Jesús …
-
2013
Persistent link: https://www.econbiz.de/10009745582
Saved in:
8
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009759742
Saved in:
9
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2007
Persistent link: https://www.econbiz.de/10003413769
Saved in:
10
Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George
;
Marcellino, Massimiliano
-
2006
Persistent link: https://www.econbiz.de/10003322842
Saved in:
11
A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George
;
Marcellino, Massimiliano
-
2006
Persistent link: https://www.econbiz.de/10003322844
Saved in:
12
Non-synchronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.
;
Zalewska-Mitura, Anna
-
2005
Persistent link: https://www.econbiz.de/10003226088
Saved in:
13
A cross-country financial accelerator : evidence from North America and Europe
Mody, Ashoka
-
2005
Persistent link: https://www.econbiz.de/10013424612
Saved in:
14
Pooling-based data interpolation and backdating
Marcellino, Massimiliano
-
2005
Persistent link: https://www.econbiz.de/10013424688
Saved in:
15
Multidimensional cheap talk
Levy, Gilat
;
Razin, Ronny
-
2004
Persistent link: https://www.econbiz.de/10002122137
Saved in:
16
Convergence and cycles in the euro zone
Carvalho, Vasco M.
;
Harvey, Andrew C.
-
2004
Persistent link: https://www.econbiz.de/10002459904
Saved in:
17
Interpolation and backdating with a large information set
Angelini, Elena
;
Henry, Jérôme
;
Marcellino, Massimiliano
-
2004
Persistent link: https://www.econbiz.de/10002435866
Saved in:
18
The structure of simple 'new economic geography' models
Robert-Nicoud, Frédéric
-
2004
Persistent link: https://www.econbiz.de/10002044982
Saved in:
19
Monetary magic? : how the FED improved the flexibility of the economy
Bayoumi, Tamim A.
;
Sgherri, Silvia
-
2004
Persistent link: https://www.econbiz.de/10013424512
Saved in:
20
Data uncertainty and the role of money as an information variable for monetary policy
Coenen, Günter
-
2003
Persistent link: https://www.econbiz.de/10013424289
Saved in:
21
Is economic activity in the G7 synchronized? : common shocks versus spillover effects
Monfort, Alain
;
Renne, Jean-Paul
;
Rüffer, Rasmus
; …
-
2003
Persistent link: https://www.econbiz.de/10013424354
Saved in:
22
Unobservable-components estimates of output gaps in five Asian economies
Gerlach, Stefan
-
2002
Persistent link: https://www.econbiz.de/10013423984
Saved in:
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