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Results 121-130 of 666.
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| Date | Title |
Authors |
| 2008 | Structural vector autoregressions: Theory of identification and algorithms for inference | Rubio-Ramírez, Juan F. / Waggoner, Daniel F. / Zha, Tao |
| 2006 | Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) | del Negro, Marco / Schorfheide, Frank |
| 2009 | A hierarchical procedure for the combination of forecasts | Costantini, Mauro / Pappalardo, Carmine |
| 2005 | Do world shocks drive domestic business cycles? Some evidence from structural estimation | Lubik, Thomas / Teo, Wing Leong |
| 2010 | Cointegration analysis with state space models | Wagner, Martin |
| 2013 | Parameter estimation and inference with spatial lags and cointegration | Mutl, Jan / Sögner, Leopold |
| 2008 | Combination of forecast methods using encompassing tests: An algorithm-based procedure | Costantini, Mauro / Pappalardo, Carmine |
| 2005 | Autoregressive approximations of multiple frequency I(1) processes | Bauer, Dietmar / Wagner, Martin |
| 2000 | The demand for money in Austria | Hayo, Bernd |
| 2005 | Autoregressive distributed lag models and cointegration | Hassler, Uwe / Wolters, Jürgen |
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