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Causal misspecifications in econometric models
Itkonen, Juha - 2011
Persistent link: https://www.econbiz.de/10009125666
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Emissions trading in a network of linked markets
Itkonen, Juha V. A. - 2014
Persistent link: https://www.econbiz.de/10010350928
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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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Using a normal jump-diffusion model for interest variation in a low-rate and high-volatility environment
Huotari, Antti - 2016
Persistent link: https://www.econbiz.de/10011478288
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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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Using low frequency information for predicting high frequency variables
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10011391720
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Forecasting commodity currencies : the role of fundamentals with short-lived predictive content
Foroni, Claudia; Ravazzolo, Francesco; Ribeiro, Pinho J. - 2015
Persistent link: https://www.econbiz.de/10011391725
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Output gap, monetary policy trade-offs and financial frictions
Furlanetto, Francesco; Gelain, Paolo; Taheri Sanjani, Marzie - 2017
Persistent link: https://www.econbiz.de/10011661857
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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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Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika; Saikkonen, Pentti - 2017
Persistent link: https://www.econbiz.de/10011751367