Florian Pelgrin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Business cycles fluctuations in three-sector intertemporal equilibrium models Journal of Economic Theory	2025-06-19	Paper
Structural VAR models in the frequency domain Journal of Econometrics	2023-08-18	Paper
On the long-run fluctuations of inheritance in two-sector OLG models Journal of Mathematical Economics	2022-08-12	Paper
Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data Econometric Reviews	2022-06-07	Paper
Health and (other) asset holdings Review of Economic Studies	2019-01-23	Paper
Parametric inference of autoregressive heteroscedastic models with errors in variables Statistics & Probability Letters	2017-10-06	Paper
Parametric inference of hidden discrete-time diffusion processes by deconvolution	2015-12-27	Paper
Long-memory process and aggregation of AR(1) stochastic processes: A new characterization	2015-06-23	Paper
Estimating aggregate autoregressive processes when only macro data are available Economics Letters	2015-01-14	Paper
Long-memory process and aggregation of AR(1) stochastic processes: A new characterization (available as arXiv preprint)	2015-01-01	Paper
Parametric inference of hidden discrete-time diffusion processes by deconvolution (available as arXiv preprint)	2015-01-01	Paper
Time-consistent control in nonlinear models Journal of Economic Dynamics and Control	2010-11-05	Paper
Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation Journal of Econometrics	2004-11-18	Paper

Research outcomes over time

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