Narrow search
Showing 1 - 10 of 10
Cover Image
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut; Netšunajev, Aleksei - In: Journal of economic dynamics & control 84 (2017), pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Cover Image
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - In: Journal of economic dynamics & control 113 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Cover Image
Structural vector autoregressions with Markov switching
Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna - In: Journal of economic dynamics & control 34 (2010) 2, pp. 121-131
Persistent link: https://www.econbiz.de/10003947631
Cover Image
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut; Schlaak, Thore - In: Journal of economic dynamics & control 101 (2019), pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Cover Image
Slow recoveries : Any role for corporate leverage?
Smets, Frank; Villa, Stefania - In: Journal of economic dynamics & control 70 (2016), pp. 54-85
Persistent link: https://www.econbiz.de/10011708635
Cover Image
Trend inflation, sticky prices, and expectational stability
Kurozumi, Takushi - In: Journal of economic dynamics & control 42 (2014), pp. 175-187
Persistent link: https://www.econbiz.de/10010429910
Cover Image
Learning about monetary policy rules when labor market search and matching frictions matter
Kurozumi, Takushi; Van Zandweghe, Willem - In: Journal of economic dynamics & control 36 (2012) 4, pp. 523-535
Persistent link: https://www.econbiz.de/10009554341
Cover Image
Uncertain potential output : implications for monetary policy
Ehrmann, Michael; Smets, Frank - In: Journal of economic dynamics & control 27 (2003) 9, pp. 1611-1638
Persistent link: https://www.econbiz.de/10001745291
Cover Image
Investment, interest rate policy, and equilibrium stability
Kurozumi, Takushi; Zandweghe, Willem van - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1489-1516
Persistent link: https://www.econbiz.de/10003732536
Cover Image
Optimal monetary policy in a micro-founded model with parameter uncertainty
Kimura, Takeshi; Kurozumi, Takushi - In: Journal of economic dynamics & control 31 (2007) 2, pp. 399-431
Persistent link: https://www.econbiz.de/10003412310