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Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs

Gupta, Rangan; Sun, Xiaojin - In: Economics letters 186 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012504123

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

Large price movements in housing markets

Sun, Xiaojin; Tsang, Kwok Ping - In: Journal of economic behavior & organization : JEBO 163 (2019), pp. 1-23

Persistent link: https://www.econbiz.de/10012144965

Time-varying parameter four-equation DSGE model

Gupta, Rangan; Sun, Xiaojin - 2022

Persistent link: https://www.econbiz.de/10013341328

Beyond optimal forecasting

Ashley, Richard A. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003617320

Statistically significant forecasting improvements : how much out-of-sample data is likely necessary?

Ashley, Richard A. - In: International journal of forecasting 19 (2003) 2, pp. 229-239

Persistent link: https://www.econbiz.de/10001764887

Frequency Dependence in a Real-Time Monetary Policy Rule

Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2017

We estimate a monetary policy rule for the US allowing for possible frequency dependence - i.e., allowing the central bank to respond differently to more persistent innovations than to more transitory innovations, in both the unemployment rate and the inflation rate. Our estimation method uses...

Persistent link: https://www.econbiz.de/10014198568

Frequency dependence in a real-time monetary policy rule

Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2010

Persistent link: https://www.econbiz.de/10009381539

Frequency dependence in a real-time monetary policy rule

Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2013

Persistent link: https://www.econbiz.de/10010372745

Frequency dependence in a real-time monetary policy rule

Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2014

Persistent link: https://www.econbiz.de/10010497160