Florian Pelgrin

Available identifiers

Publication	Date of Publication	Type
Structural VAR models in the frequency domain	2023-08-18	Paper
On the long-run fluctuations of inheritance in two-sector OLG models	2022-08-12	Paper
Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data	2022-06-07	Paper
Health and (Other) Asset Holdings	2019-01-23	Paper
Parametric inference of autoregressive heteroscedastic models with errors in variables	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	2015-01-14	Paper
Time-consistent control in nonlinear models	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	2004-11-18	Paper

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