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Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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ECB monetary policy surprises : identification through cojumps in interest rates
Winkelmann, Lars; Bibinger, Markus; Linzert, Tobias - In: Journal of applied econometrics 31 (2016) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10011645208