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Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Tony
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Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-894
Persistent link: https://www.econbiz.de/10008433215
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Forecasting with measurement errors in dynamic models
Harrison, Richard
;
Kapetanios, George
;
Yates, Tony
- In:
International journal of forecasting
21
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2005
)
3
,
pp. 595-608
Persistent link: https://www.econbiz.de/10006958862
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Assessing the Economy‐wide Effects of Quantitative Easing*
Kapetanios, George
;
Mumtaz, Haroon
;
Stevens, Ibrahim
; …
- In:
The economic journal : the journal of the Royal …
122
(
2012
)
564
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pp. F316
Persistent link: https://www.econbiz.de/10010037401
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Quarterly bulletin / Bank of England
Bank of England, London
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London : Bank of England Publ. Group
;
1961-1979: London …
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…
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1.1960/61(1961) -
Persistent link: https://www.econbiz.de/10008376384
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A Bayesian approach to optimal monetary policy with parameter and model uncertainty
Cogley, Timothy
;
De Paoli, Bianca
;
Matthes, Christian
; …
- In:
Journal of economic dynamics & control
35
(
2011
)
12
,
pp. 2186-2213
Persistent link: https://www.econbiz.de/10009804505
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Monetary Policy and the Zero Bound to Interest Rates: A Review1
Yates, Tony
- In:
Journal of economic surveys
18
(
2004
)
3
,
pp. 427
Persistent link: https://www.econbiz.de/10007648743
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Escaping Volatile Inflation
Ellison, Martin
;
Yates, Tony
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
4
,
pp. 981-994
Persistent link: https://www.econbiz.de/10007740005
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Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 571-572
Persistent link: https://www.econbiz.de/10006752665
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Nonstationarity-extended local Whittle estimation
Abadir, Karim M.
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1353-1384
Persistent link: https://www.econbiz.de/10007859750
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Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
150
(
2009
)
1
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pp. 56-70
Persistent link: https://www.econbiz.de/10008250604
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