Narrow search
Showing 1 - 10 of 454
Cover Image
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
Cover Image
Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of applied econometrics 37 (2022) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
Cover Image
Rare shocks, great recessions
Cúrdia, Vasco; Del Negro, Marco; Greenwald, Daniel L. - In: Journal of applied econometrics 29 (2014) 7, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010492715
Cover Image
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
Cover Image
Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models
Qu, Zhongjun; Tkachenko, Denis - In: Journal of applied econometrics 38 (2023) 4, pp. 644-667
Persistent link: https://www.econbiz.de/10014288033
Cover Image
(Un)expected monetary policy shocks and term premia
Kliem, Martin; Meyer-Gohde, Alexander - In: Journal of applied econometrics 37 (2022) 3, pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
Cover Image
Evaluating point and density forecasts of DSGE models
Wolters, Maik H. - In: Journal of applied econometrics 30 (2015) 1, pp. 74-96
Persistent link: https://www.econbiz.de/10011327648
Cover Image
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
Cover Image
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
Cover Image
Estimation and solution of models with expectations and structural changes
Kulish, Mariano; Pagan, Adrian R. - In: Journal of applied econometrics 32 (2017) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10011689766