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DateTitle Authors
2002 Specification testing and semiparametric estimation of regime switching models: An examination of the US short term interest rateCampbell, Sean D.
2001 Structural changes in the cointegrated vector autoregressive modelHansen, Peter Reinhard
2002 On the estimation of reduced rank regressionsHansen, Peter Reinhard
2007 Testing a model of the UK by the method of indirect inferenceMinford, Patrick / Theodoridis, Konstantinos / Meenagh, David
2009 Is more still better? Revisiting the sixth district coincident indicatorSilos, Pedro / Vilán, Diego
2013 Coordinating monetary and macroprudential policiesDe Paoli, Bianca / Paustian, Matthias
2012 Rare shocks, great recessionsCúrdia, Vasco / Del Negro, Marco / Greenwald, Daniel L.
2010 Fitting observed inflation expectationsDel Negro, Marco / Eusepi, Stefano
2008 Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)Del Negro, Marco / Schorfheide, Frank
2014 Theory and Practice of GVAR ModelingChudik, Alexander / Pesaran, M. Hashem

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