Discussion paper DP12930 Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models Victor Aguirregabiria Jiaying Gu Yao Luo 11 May 2018 Industrial Organization C23 C25 C41 C51 C61
Discussion paper DP12687 Risk Everywhere: Modeling and Managing Volatility Lasse Heje Pedersen 5 Feb 2018 Financial Economics C22 C51 C53 C58
Discussion paper DP12682 Consistent non-Gaussian pseudo maximum likelihood estimators Enrique Sentana Gabriele Fiorentini 4 Feb 2018 Financial Economics C13 C22 C32 C51
Discussion paper DP12339 Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model Massimiliano Marcellino Claudia Foroni 28 Sep 2017 Monetary Economics and Fluctuations C13 C14 C51 C53
Discussion paper DP12262 Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Robert Kollmann 31 Aug 2017 International Macroeconomics and Finance C51 C63 C68 E37
Discussion paper DP12130 A Generalized Approach to Indeterminacy in Linear Rational Expectations Models Francesco Bianchi Giovanni Nicolo 4 Jul 2017 International Macroeconomics and Finance Monetary Economics and Fluctuations C19 C51 C62 C63
Discussion paper DP11982 Differences in positions along a hierarchy: Counterfactuals based on an assignment model Laurent Gobillon Dominique Meurs Sébastien Roux 22 Apr 2017 Labour Economics C51 J31 J45
Discussion paper DP11868 Is the Discretionary Income Effect of Oil Price Shocks a Hoax? Christiane Baumeister Lutz Kilian Xiaoqing Zhou 21 Feb 2017 International Macroeconomics and Finance C51 Q43
Discussion paper DP11775 Regression Discontinuity Design with Continuous Measurement Error in the Running Variable Thomas Le Barbanchon 13 Jan 2017 Labour Economics C21 C14 C51
Discussion paper DP11599 Adaptive state space models with applications to the business cycle and financial stress Ivan Petrella Fabrizio Venditti Davide Delle Monache 3 Nov 2016 Monetary Economics and Fluctuations C22 C32 C51 C53 E31
Discussion paper DP11438 Subsidies and Myopia in Technology Adoption: Evidence from Solar Photovoltaic Systems Frank Verboven Olivier De Groote 18 Aug 2016 Industrial Organization C51 Q48 Q58
Discussion paper DP11300 Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations Victor Aguirregabiria Arvind Magesan 26 May 2016 Industrial Organization C13 C35 C51 C61