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DP17196 GDP Solera: The Ideal Vintage Mix 智库出版物
2022
作者:  Martin Almuzara;  Dante Amengual;  Gabriele Fiorentini;  ENRIQUE SENTANA
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Cointegration  Comprehensive revisions  Signal extraction  Us aggregate output  Vintages  
DP16377 Bayesian Learning 智库出版物
2021
作者:  Isaac Baley;  Laura Veldkamp
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Bayes' law  Passive learning  Active learning  Signal extraction  Information choice  Sticky information  Rational inattention  Experimentation  Data economy  Coordination games  
DP15758 Aggregate Output Measurements: A Common Trend Approach 智库出版物
2021
作者:  Martin Almuzara;  Gabriele Fiorentini;  ENRIQUE SENTANA
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Cointegration  Gdp  Gdi  Overdifferencing  Signal extraction  
DP7643 Imperfect information and the business cycle 智库出版物
2010
作者:  Harris Dellas;  Frank Smets;  Fabrice Collard
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian estimation  Imperfect information  New keynesian model  Signal extraction  
DP4758 Verified Trust: Reciprocity, Altruism and Noise in Trust Games 智库出版物
2004
作者:  Marius Brülhart;  Jean-Claude Usunier
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Balanced growth  Error correction mechanism  Kalman filter  Signal extraction  Stochastic trend  Unobserved components  
DP3538 Do We Really Know that the WTO Increases Trade? 智库出版物
2002
作者:  Andrew Rose
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
monetary policy  Taylor rules  Monetary shocks  Signal extraction  Dynamic factor models  
DP189 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 智库出版物
1987
作者:  Christian Wolff
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Exchange rates  Financial markets  Kalman filter  Persistence  Premia  Signal extraction  Time series  
DP187 Forward Exchange Rates and Expected Future Spot Rates 智库出版物
1987
作者:  Christian Wolff
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Exchange rates  Forecasting  Forward rates  Kalman filter  Premia  Signal extraction  Time series