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A monetary policy feedback rule in Korea's fast-growing economy

Dueker, Michael; Kim, Gyuhan - In: Journal of international financial markets, … 9 (1999) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10007124046

Maximum-Likelihood Estimation of Fractional Cointegration with an Application to US and Canadian Bond Rates

Dueker, Michael; Startz, Richard - In: The review of economics and statistics 80 (1998) 3, pp. 420-426

Persistent link: https://www.econbiz.de/10007352998

Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models

Dueker, Michael - In: Economics letters 93 (2006) 1, pp. 58-62

Persistent link: https://www.econbiz.de/10007298251

Forecasting macro variables with a Qual VAR business cycle turning point index

Dueker, Michael; Assenmacher-Wesche, Katrin - In: Applied economics 42 (2010) 23, pp. 2909-2921

Persistent link: https://www.econbiz.de/10008451641

Indeterminacy, change points and the price puzzle in an estimated DSGE model

Belaygorod, Anatoliy; Dueker, Michael - In: Journal of economic dynamics & control 33 (2009) 3, pp. 624-649

Persistent link: https://www.econbiz.de/10008890121

Does foreign innovation affect domestic wage inequality?

Butler, Alison; Dueker, Michael - In: Journal of international economics 47 (1999) 1, pp. 61-90

Persistent link: https://www.econbiz.de/10007689767

Inflation targeting in a small economy: Empirical results for Switzerland

Dueker, Michael; Fischer, Andreas M. - In: Journal of monetary economics 37 (1996) 1, pp. 89-104

Persistent link: https://www.econbiz.de/10007623849

BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX

Dueker, Michael; Nelson, Charles R. - In: Macroeconomic dynamics 10 (2006) 5, pp. 573-594

Persistent link: https://www.econbiz.de/10007609805

Aggregate Price Shocks and Financial Stability : The United Kingdom 1796-1999

Bordo, Michael D.; Dueker, Michael; Wheelock, David C. - 2021

This paper investigates the impact historically of aggregate price shocks on financial stability in the United Kingdom. We construct an annual index of U.K. financial conditions for 1790-1999 and use a dynamic probit model to estimate the effect of aggregate price shocks on the index. We find...

Persistent link: https://www.econbiz.de/10013223559

Timing Transitions between Determinate and Indeterminate Equilibria in an Empirical DSGE Model : Benefits and Implications

Belaygorod, Anatoliy - 2006

We extend Lubik and Schorfheide's (2004) likelihood-based estimation of dynamic stochastic general equilibrium (DSGE) models under indeterminacy to encompass a sample period including both determinacy and indeterminacy by implementing the change-point methodology (Chib, 1998). This feature is...

Persistent link: https://www.econbiz.de/10012733793