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A Monte Carlo procedure for checking identification in DSGE models
Le, Vo Phuong Mai; Minford, Patrick; Wickens, Michael R. - 2013
Persistent link: https://www.econbiz.de/10009748026
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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The behaviour of real exchange rates during the Post-Bretton Woods period : Mark P Taylor and Lucio Sarno
Taylor, Mark P. - 1997
Persistent link: https://www.econbiz.de/10013422399
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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
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Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2004
Persistent link: https://www.econbiz.de/10002398968
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Risk transfer with CDOs and systemic risk in banking
Krahnen, Jan Pieter; Wilde, Christian - 2006
Persistent link: https://www.econbiz.de/10003322641
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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George; Marcellino, Massimiliano - 2006
Persistent link: https://www.econbiz.de/10003322842
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Uncertainty, climate change and the global economy
Persson, Torsten; Below, David von - 2008
Persistent link: https://www.econbiz.de/10003785783
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If winning isn't everthing, ,why do they keep score? : a structural empirical analysis of Dutch flower auctions
Berg, Gerard J. van den; Klaauw, Bas van der - 2007
Persistent link: https://www.econbiz.de/10003493347