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Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of econometrics 201 (2017) 2, pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
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The surprise element: jumps in interest rates
Das, Sanjiv R. - In: Journal of econometrics 106 (2002) 1, pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
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Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu - In: Journal of econometrics 184 (2015) 2, pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano; Sivec, Vasja - In: Journal of econometrics 193 (2016) 2, pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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A quasi-Bayesian local likelihood approach to time varying parameter VAR models
Petrova, Katerina - In: Journal of econometrics 212 (2019) 1, pp. 286-306
Persistent link: https://www.econbiz.de/10012303932
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Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.; Spiegel, Mark - In: Journal of econometrics 231 (2022) 2, pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
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An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve - In: Journal of econometrics 116 (2003) 1/2, pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
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Statistical inferences for price staleness
Kolokolov, Aleksey; Livieri, Giulia; Pirino, Davide - In: Journal of econometrics 218 (2020) 1, pp. 32-81
Persistent link: https://www.econbiz.de/10012482896