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DP15005 Asymmetric Effects of Monetary Policy Easing and Tightening 智库出版物
2020
作者:  Mario Forni;  Davide Debortoli;  Luca Gambetti;  Luca Sala
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Monetary policy shocks  Nonlinear effects  Structural var models  
DP9334 Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 智库出版物
2013
作者:  Massimiliano Marcellino;  Fabrizio Venditti
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Business cycle  Forecasting  Mixed-frequency data  Nonlinear models  Nowcasting  
DP8972 Nonlinear Adventures at the Zero Lower Bound 智库出版物
2012
作者:  Juan Francisco Rubio-Ramírez;  Jesus Fernandez-Villaverde;  Pablo A. Guerron-Quintana
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
New keynesian models  Nonlinear solution methods.  Zero lower bound  
DP5513 Estimating Macroeconomic Models: A Likelihood Approach 智库出版物
2006
作者:  Juan Francisco Rubio-Ramírez;  Jesus Fernandez-Villaverde
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Dynamic macroeconomic models  Particle filtering  Nonlinear and/or non-normal models  Business cycle  stochastic volatility  
DP4633 Incentives and Prosocial Behaviour 智库出版物
2004
作者:  Jean Tirole;  Roland Benabou
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Term structure of risk  Nonlinear econometric models  Simulation models  
Persistent oscillations in a threshold adjustment model. 智库出版物
1996
作者:  Feichtinger G;  Novak A
收藏  |  浏览/下载:2/0  |  提交时间:2019/06/18
Addiction  Habit formation  Limit cycles  Nonlinear dynamical systems  Threshold models