| Publication | Date of Publication | Type |
|---|
Testing for convergence clubs in income per capita: a predictive density approach
International Economic Review | 2026-02-04 | Paper |
Estimating multicountry VAR models
International Economic Review | 2026-02-04 | Paper |
Symbolic stationarization of dynamic equilibrium models
Journal of Economic Dynamics and Control | 2023-09-14 | Paper |
Dealing with misspecification in structural macroeconometric models
Quantitative Economics | 2021-11-11 | Paper |
Detecting and analyzing the effects of time-varying parameters in DSGE models
International Economic Review | 2020-07-17 | Paper |
Panel vector autoregressive models: a survey
VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims | 2020-07-10 | Paper |
Do institutions and culture matter for business cycles?
Open Economies Review | 2019-05-23 | Paper |
Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
Quantitative Economics | 2018-09-12 | Paper |
Do institutional changes affect business cycles? Evidence from Europe
Journal of Economic Dynamics and Control | 2016-09-28 | Paper |
The dynamics of US inflation: can monetary policy explain the changes?
Journal of Econometrics | 2016-08-15 | Paper |
Forecasting and turning point predictions in a Bayesian panel VAR model
Journal of Econometrics | 2014-03-07 | Paper |
Multiple filtering devices for the estimation of cyclical DSGE models
Quantitative Economics | 2012-07-02 | Paper |
G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?
Macroeconomic Dynamics | 2009-10-04 | Paper |
Structural changes in the US economy: is there a role for monetary policy?
Journal of Economic Dynamics and Control | 2009-08-07 | Paper |
Bayesian Analysis of DSGE Models by S. An and F. Schorfheide
Econometric Reviews | 2007-06-20 | Paper |
| Methods for applied macroeconomic research. | 2007-03-07 | Paper |
| scientific article; zbMATH DE number 1943905 (Why is no real title available?) | 2003-11-03 | Paper |
STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE
Macroeconomic Dynamics | 2001-10-24 | Paper |
International business cycles, financial markets and household production
Journal of Economic Dynamics and Control | 1998-08-13 | Paper |
Reconciling the term structure of interest rates with the consumption-based ICAP model
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Changes in seasonal patterns
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Three tests for the existence of cycles in time series
Ricerche Economiche | 1996-07-24 | Paper |
Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
International Economic Review | 1995-09-04 | Paper |
Changes in seasonal patterns. Are they cyclical?
Journal of Economic Dynamics and Control | 1995-01-11 | Paper |
Forecasting time series with common seasonal patterns (with discussion)
Journal of Econometrics | 1993-02-04 | Paper |
Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
Journal of Economic Dynamics and Control | 1993-01-13 | Paper |
The Sources of Financial Crisis: Pre- and Post-Fed Evidence
International Economic Review | 1991-01-01 | Paper |
