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Time-varying intercepts and equilibrium analysis : an extension of the dynamic almost ideal demand model
Deschamps, Jean-Philippe - In: Journal of applied econometrics 18 (2003) 2, pp. 209-236
Persistent link: https://www.econbiz.de/10001754966
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Convergence in the trends and cycles of euro-zone income
Carvalho, Vasco M.; Harvey, Andrew C. - In: Journal of applied econometrics 20 (2005) 2, pp. 275-289
Persistent link: https://www.econbiz.de/10002729133
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The stability and economic relevance of output gap estimates
Barbarino, Alessandro; Berge, Travis J.; Stella, Andrea - In: Journal of applied econometrics 39 (2024) 6, pp. 1065-1081
Persistent link: https://www.econbiz.de/10015156820
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Non-linear DSGE models and the central difference Kalman filter
Andreasen, Martin Møller - In: Journal of applied econometrics 28 (2013) 6, pp. 929-955
Persistent link: https://www.econbiz.de/10010351092
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Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele; Gefang, Deborah; Koop, Gary - In: Journal of applied econometrics 29 (2014) 2, pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
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Market fundamentals versus rational bubbles in stock prices : a Bayesian perspective
Balke, Nathan S.; Wohar, Mark E. - In: Journal of applied econometrics 24 (2009) 1, pp. 35-75
Persistent link: https://www.econbiz.de/10003807530
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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
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Estimating dynamic equilibrium economies : linear versus nonlinear likelihood
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - In: Journal of applied econometrics 20 (2005) 7, pp. 891-910
Persistent link: https://www.econbiz.de/10003243451
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Sequential numerical integration in nonlinear state space models for microeconometric panel data
Heiss, Florian - In: Journal of applied econometrics 23 (2008) 3, pp. 373-389
Persistent link: https://www.econbiz.de/10003705122
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Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio; Peluso, Stefano; Audrino, Francesco - In: Journal of applied econometrics 30 (2015) 3, pp. 377-397
Persistent link: https://www.econbiz.de/10011327583