The following pages link to (Q3426058):
Displaying 23 items.
- Temporal aggregation of cyclical models with business cycle applications (Q257475) (← links)
- Do institutional changes affect business cycles? Evidence from Europe (Q310994) (← links)
- Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption (Q508298) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference (Q967261) (← links)
- Electoral uncertainty, fiscal policy and macroeconomic fluctuations (Q1017023) (← links)
- Testing a model of the UK by the method of indirect inference (Q1025597) (← links)
- Uncomputability and undecidability in economic theory (Q1036534) (← links)
- Testing a DSGE model of the EU using indirect inference (Q1037552) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (Q1655557) (← links)
- Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research (Q2070688) (← links)
- Okun's law across time and frequencies (Q2191501) (← links)
- Effects of US quantitative easing on emerging market economies (Q2246683) (← links)
- Computing the mean square error of unobserved components extracted by misspecified time series models (Q2271628) (← links)
- Tailored randomized block MCMC methods with application to DSGE models (Q2630161) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Bayesian Analysis of DSGE Models (Q5292342) (← links)
- Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (Q5389554) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- Global shocks in the US economy: effects on output and the real exchange rate (Q6049594) (← links)
- VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS (Q6145545) (← links)
- A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
