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Further evidence on business-cycle duration dependence
Diebold, Francis X. - In: Business cycles, indicators, and forecasting, (pp. 255-280). 1993
Persistent link: https://www.econbiz.de/10001314199
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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General nonlinear estimation
Butler, Larry - Federal Reserve Bank of San Francisco - 1973
Persistent link: https://www.econbiz.de/10005078354
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Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy - 1994
Persistent link: https://www.econbiz.de/10000905755
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Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy - 1996
Persistent link: https://www.econbiz.de/10000939630
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Robust estimation and monetary policy with unobserved structural change
Williams, John C. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002672079
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020
Persistent link: https://www.econbiz.de/10012314239
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020 - Current version: April 6, 2020
We develop an algorithm to construct approximate decision rules that are piecewise-linear and continuous for DSGE models with an occasionally binding constraint. The functional form of the decision rules allows us to derive a conditionally optimal particle filter (COPF) for the evaluation of...
Persistent link: https://www.econbiz.de/10012372759
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020
Persistent link: https://www.econbiz.de/10012391705
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Svars with occasionally-binding constraints
Aruoba, S. Borağan; Mlikota, Marko; Schorfheide, Frank; … - 2021
Persistent link: https://www.econbiz.de/10012492606