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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew
;
Maih, Junior
-
2015
Persistent link: https://www.econbiz.de/10011410311
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2
Implementing the zero lower bound in an estimated regime-switching DSGE model
Binning, Andrew
;
Maih, Junior
-
2016
Persistent link: https://www.econbiz.de/10011449725
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3
Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
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2015
Persistent link: https://www.econbiz.de/10011391720
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4
Forecasting commodity currencies : the role of fundamentals with short-lived predictive content
Foroni, Claudia
;
Ravazzolo, Francesco
;
Ribeiro, Pinho J.
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2015
Persistent link: https://www.econbiz.de/10011391725
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5
Output gap, monetary policy trade-offs and financial frictions
Furlanetto, Francesco
;
Gelain, Paolo
;
Taheri Sanjani, Marzie
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2017
Persistent link: https://www.econbiz.de/10011661857
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6
Sigma point filters for dynamic nonlinear regime switching models
Binning, Andrew
;
Maih, Junior
-
2015
Persistent link: https://www.econbiz.de/10010529309
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7
Modelling occasionally binding constraints using regime-switching
Binning, Andrew
;
Maih, Junior
-
2017
Persistent link: https://www.econbiz.de/10011753681
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8
Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan
;
Hoogerheide, Lennart
;
Dijk, Herman K. van
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2017
Persistent link: https://www.econbiz.de/10011708511
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9
State space models with endogenous regime switching
Chang, Yoosoon
;
Maih, Junior
;
Tan, Fei
-
2018
Persistent link: https://www.econbiz.de/10011950857
Saved in:
10
Optimal portfolio choice under decision-based model combinations
Pettenuzzo, Davide
;
Ravazzolo, Francesco
-
2014
Persistent link: https://www.econbiz.de/10010434558
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