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Working paper
Monetary Policy and the Evolution of US economy
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Working paper
Does Detrending Matter For the Determination of the Reference Cycle and the Selection of Turning Points?
In: The economic journal: the journal of the Royal Economic Society, Band 109, Heft 452, S. 126-150
ISSN: 1468-0297
Detrending and business cycle facts
In: Journal of Monetary Economics, Band 41, Heft 3, S. 475-512
Detrending and business cycle facts: A user's guide
In: Journal of Monetary Economics, Band 41, Heft 3, S. 533-540
Three tests for the existence of cycles in time series
In: Ricerche economiche, Band 50, Heft 2, S. 135-162
ISSN: 0035-5054
Testing long-run neutrality: Empirical evidence for G7-countries with special emphasis on Germany A comment
In: Carnegie Rochester Conference series on public policy: a bi-annual conference proceedings, Band 41, S. 119-125
ISSN: 0167-2231
Detrending and turning points
In: European economic review: EER, Band 38, Heft 3-4, S. 614-623
ISSN: 1873-572X
Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
In: Journal of economic dynamics & control, Band 17, Heft 1-2, S. 233-261
ISSN: 0165-1889
Price smoothing policies
In: Journal of Monetary Economics, Band 30, Heft 2, S. 255-275
A Composite Likelihood Approach for Dynamic Structural Models
In: The economic journal: the journal of the Royal Economic Society, Band 131, Heft 638, S. 2447-2477
ISSN: 1468-0297
AbstractWe explain how to use the composite likelihood function to ameliorate estimation, computational and inferential problems in dynamic stochastic general equilibrium models. We combine the information present in different models or data sets to estimate the parameters common across models. We provide intuition for why the methodology works and alternative interpretations of the estimators we construct and of the statistics we employ. We present a number of situations where the methodology has the potential to resolve well-known problems and to provide a justification for existing practices that pool different estimates. In each case, we provide an example to illustrate how the approach works and its properties in practice.
What are the Likely Macroeconomic Effects of the EU Recovery Plan?
In: CEPR Discussion Paper No. DP16669
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A Hitchhiker's Guide to Empirical Macro Models
In: FRB of Chicago Working Paper No. WP-2021-15
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A Hitchhiker Guide to Empirical Macro Models
In: CEPR Discussion Paper No. DP15446
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Working paper