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How to estimate a vector autoregression after March 2020
Lenza, Michele; Primiceri, Giorgio E. - In: Journal of applied econometrics 37 (2022) 4, pp. 688-699
Persistent link: https://www.econbiz.de/10013332680
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Monetary policy and uncertainty in an empirical small open-economy modelThis is a significantly revised version of a paper circulated under the title 'Small Open Economy DSGE Models: Specification, Estimation and Model Fit'.
Justiniano, Alejandro; Preston, Bruce - In: Journal of applied econometrics 25 (2010) 1, pp. 93-129
Persistent link: https://www.econbiz.de/10008370017
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Monetary policy and uncertainty in an empirical small open-economy model
Justiniano, Alejandro; Preston, Bruce - In: Journal of applied econometrics 25 (2010) 1, pp. 93-128
Persistent link: https://www.econbiz.de/10008666813