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Risk shocks with time-varying higher moments
Dorofeenko, Victor; Lee, Gabriel S.; Salyer, Kevin Duff; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10012198643
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Forecast accuracy of a BVAR under alternative specifications of the zero lower bound
Berg, Tim Oliver - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10011705718
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Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
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State-dependent effects of fiscal policy
Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 285-315
Persistent link: https://www.econbiz.de/10011317161
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Nonlinear impacts of international business cycles on the UK : a Bayesian smooth transition VAR approach
Gefang, Deborah; Strachan, Rodney W. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009514130
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Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
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When is discretionary fiscal policy effective?
Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 229-254
Persistent link: https://www.econbiz.de/10012657688
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What cycles? : data detrending in DSGE models
Sun, Xiaojin; Tsang, Kwok Ping - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10012054895
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Steady-state priors and Bayesian variable selection in VAR forecasting
Louzis, Dimitrios P. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 495-527
Persistent link: https://www.econbiz.de/10011649150
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Choosing between identification schemes in noisy-news models
Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 99-136
Persistent link: https://www.econbiz.de/10013334632