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The application of multiple-output quantile regression on the US financial cycle
Franta, Michal - 2023
Persistent link: https://www.econbiz.de/10014233992
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Identification of monetary policy shocks in Japan using sign restrictions within the TVP-VAR framework
Franta, Michal - 2011
Persistent link: https://www.econbiz.de/10009311689
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The effect of non-linearity between credit conditions and economic activity on density forecasts
Franta, Michal - 2013
Persistent link: https://www.econbiz.de/10010200849
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Time aggregation bias in discrete time models of aggregate duration data
Franta, Michal - 2008
Persistent link: https://www.econbiz.de/10003854496
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The likelihood of effective lower bound events
Franta, Michal - 2018
Persistent link: https://www.econbiz.de/10011869372
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Iterated multi-step forecasting with model coefficients changing across iterations
Franta, Michal - 2016
Persistent link: https://www.econbiz.de/10011778694
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The effect of nonlinearity between credit conditions and economic activity on density forecasts
Franta, Michal - In: Journal of forecasting 35 (2016) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10011580246
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Rare shocks vs. non-linearities: what drives extreme events in the economy? ; some empirical evidence
Franta, Michal - 2015
Persistent link: https://www.econbiz.de/10011290805
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Rare shocks vs. non-linearities: What drives extreme events in the economy? : some empirical evidence
Franta, Michal - In: Journal of economic dynamics & control 75 (2017), pp. 136-157
Persistent link: https://www.econbiz.de/10011817159