Methods for applied macroeconomic research.
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(35)- Electoral uncertainty, fiscal policy and macroeconomic fluctuations
- Testing a model of the UK by the method of indirect inference
- Uncomputability and undecidability in economic theory
- Testing a DSGE model of the EU using indirect inference
- Estimation of ergodic agent-based models by simulated minimum distance
- Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence
- Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research
- Okun's law across time and frequencies
- Effects of US quantitative easing on emerging market economies
- Computing the mean square error of unobserved components extracted by misspecified time series models
- Temporal aggregation of cyclical models with business cycle applications
- Tailored randomized block MCMC methods with application to DSGE models
- Estimating dynamic equilibrium models using mixed frequency macro and financial data
- Do institutional changes affect business cycles? Evidence from Europe
- Structural macroeconomics
- Bayesian estimation of DSGE models
- Computational macroeconomics for the open economy
- Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption
- Macroeconomic forecasting in the era of big data. Theory and practice
- Bayesian Analysis of DSGE Models
- Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price
- Inference for impulse response coefficients from multivariate fractionally integrated processes
- Computational solution of large-scale macroeconometric models
- Global shocks in the US economy: effects on output and the real exchange rate
- VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS
- A new posterior sampler for Bayesian structural vector autoregressive models
- Feature matching in time series modeling
- Sequential smoothing for turning point detection with application to financial decisions
- Bayesian multivariate longitudinal model for Immune responses to \textit{Leishmania}: a tick-borne co-infection study
- R 2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability
- Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
- A selective survey on mathematical programming in macroeconomics
- Common Components Structural VARs
- Policy evaluation with sufficient macro statistics: a primer
- Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference
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