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Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele; Hindrayanto, Irma; Koopman, Siem Jan; … - In: Economics letters 145 (2016), pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
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A robust Beveridge-Nelson decomposition using a score-driven approach with an application
Blasques, F.; Brummelen, Janneke van; Gorgi, P.; … - In: Economics letters 236 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015071895
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DSGE Models with observation-driven time-varying volatility
Angelini, Giovanni; Gorgi, Paolo - In: Economics letters 171 (2018), pp. 169-171
Persistent link: https://www.econbiz.de/10012021819