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DP17111 Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices 智库出版物
2022
作者:  Thomas Hasenzagl;  Filippo Pellegrino;  Lucrezia Reichlin;  Giovanni Ricco
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Real-time forecasting  Output gap  Phillips curve  Semi-structural models  Bayesian estimation  
DP17035 Sequential Monte Carlo With Model Tempering 智库出版物
2022
作者:  Marko Mlikota;  Frank Schorfheide
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian computations  Dynamic stochastic general equilibrium models  Sequential monte carlo  stochastic volatility  Vector autoregressions  
DP16183 Heterogeneity and Aggregate Fluctuations 智库出版物
2021
作者:  Minsu Chang;  Xiaohong Chen;  Frank Schorfheide
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian model selection  Econometric model evaluation  Earnings distribution  Functional vector autoregressions  Heterogeneous agent models  State-space model  Technology shocks  
DP16020 The Delphic forward guidance puzzle in New Keynesian models 智库出版物
2021
作者:  Ippei Fujiwara;  Yuichiro Waki
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
News shock  Optimal monetary policy  Private information  Bayesian persuasion  Forward guidance  New keynesian models  
DP15951 Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs 智库出版物
2021
作者:  Jonas Arias;  Jesus Fernandez-Villaverde;  Juan Francisco Rubio-Ramírez;  Minchul Shin
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian estimation  Epidemiological models  Causality  Policy interventions  
DP15926 Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data 智库出版物
2021
作者:  Juan Antolin-Diaz;  Thomas Drechsel;  Ivan Petrella
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Nowcasting  Daily economic index  Dynamic factor models  Real-time data  Bayesian methods  Fat tails  
DP15164 Estimating DSGE Models: Recent Advances and Future Challenges 智库出版物
2020
作者:  Jesus Fernandez-Villaverde;  Pablo A. Guerron-Quintana
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Dsge models  Estimation  Bayesian methods  Mcmc  Variational inference  
DP14790 Panel Forecasts of Country-Level Covid-19 Infectionsliu 智库出版物
2020
作者:  Laura Liu;  Hyungsik Roger Moon;  Frank Schorfheide
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian inference  Covid-19  Density forecasts  Interval forecasts  Panel data models  Random effects  Sir model  
Job seekers react to market incentives: Implications for labour market policies 智库出版物
2018
作者:  Stefano Banfi;  Benjamin Villena-Roldán
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
predictive models  sparse modelling  Bayesian inference  Big data  dense modelling  
DP12553 Measuring monetary policy deviations from the Taylor rule 智库出版物
2018
作者:  Nuno Palma;  João Madeira
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Interest rates  New keynesian models  Sticky prices  Dsge  Business cycles  Bayesian estimation