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DP16262 The Power of Open-Mouth Policies 智库出版物
2021
作者:  Vadym Lepetyuk;  Serguei Maliar;  John Taylor
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
News shocks  Turnpike theorem  Time-dependent models  Nonstationary models  Unbalanced growth  Time-varying parameters  Regime switches  Monetary policies  Price-level targeting  Average inflation targeting  
DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 智库出版物
2019
作者:  Davide Delle Monache;  Ivan Petrella;  Fabrizio Venditti
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
State space models  Time-varying parameters  Score-driven models  Equity premium  Present-value models  
DP12261 Measuring Productivity and Absorptive Capacity Evolution in OECD Economies 智库出版物
2017
作者:  Markus Eberhardt
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Total factor productivity  Absorptive capacity  Common factor model  Time-varying parameters  Unobserved component model  Mcmc  
DP11599 Adaptive state space models with applications to the business cycle and financial stress 智库出版物
2016
作者:  Ivan Petrella;  Fabrizio Venditti;  Davide Delle Monache
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State space models  Time-varying parameters  Score-driven models  Business cycle  Financial stress  
DP11355 Forecasting Macroeconomic Variables under Model Instability 智库出版物
2016
作者:  Henry Allan Timmermann;  Davide Pettenuzzo
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Time-varying parameters  Regime switching  stochastic volatility  Gdp growth  inflation  
DP10104 Bond Return Predictability: Economic Value and Links to the Macroeconomy 智库出版物
2014
作者:  Henry Allan Timmermann;  Davide Pettenuzzo;  Antonio Gargano
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian estimation  Bond returns  Model uncertainty  stochastic volatility  Time-varying parameters  
DP8321 Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 智库出版物
2011
作者:  Massimiliano Marcellino;  Sandra Eickmeier;  Wolfgang Lemke
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Favar  Forecasting  Monetary transmission  Time-varying parameters  
DP5800 Services Trade Liberalization at the Regional Level: Does Southern and Eastern Africa Stand to Gain from EPA Negotiations? 智库出版物
2006
作者:  Marion Jansen
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Structural break tests  Time-varying parameters  Median-unbiased estimation  Variance ratio  Bootstrapping  Frequency domain  Monte carlo integration