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Results of search for Time-Varying
Records found: 25
| DP14107 |
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model Author(s): Davide Delle Monache, Ivan Petrella and Fabrizio Venditti Published: November 2019 |
| DP13856 |
Stock Market Wealth and the Real Economy: A Local Labor Market Approach Author(s): Gabriel Chodorow-Reich, Plamen T. Nenov and Alp Simsek Published: July 2019 |
| DP13815 |
A Risk-centric Model of Demand Recessions and Speculation Author(s): Ricardo Caballero and Alp Simsek Published: June 2019 |
| DP13450 |
The Origins and Effects of Macroeconomic Uncertainty Author(s): Francesco Bianchi, Howard Kung and Mikhail Tirskikh Published: January 2019 |
| DP13369 |
Beyond Okun's Law: Output Growth and Labor Market Flows Author(s): Robert Dixon, Guay C. Lim and Jan C. van Ours Published: December 2018 |
| DP13205 |
Risk-Adjusted Capital Allocation and Misallocation Author(s): Joel David, Lukas Schmid and David Zeke Published: September 2018 |
| DP12691 |
On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint Author(s): Davide Debortoli, Jordi Galí and Luca Gambetti Published: February 2018 |
| DP12261 |
Measuring Productivity and Absorptive Capacity Evolution in OECD Economies Author(s): Stef De Visscher, Markus Eberhardt and Gerdie Everaert Published: August 2017 |
| DP11599 |
Adaptive state space models with applications to the business cycle and financial stress Author(s): Davide Delle Monache, Ivan Petrella and Fabrizio Venditti Published: November 2016 |
| DP11355 |
Forecasting Macroeconomic Variables under Model Instability Author(s): Davide Pettenuzzo and Allan Timmermann Published: June 2016 |
| DP10681 |
An Intertemporal CAPM with Stochastic Volatility Author(s): John Y Campbell, Stefano W Giglio, Christopher Polk and Robert Turley Published: June 2015 |
| DP10615 |
Currency Unions and Trade: A Post-EMU Mea Culpa Author(s): Reuven Glick and Andrew K Rose Published: May 2015 |
| DP10449 |
Regression Based Estimation of Dynamic Asset Pricing Models Author(s): Tobias Adrian, Richard K. Crump and Emanuel Moench Published: March 2015 |
| DP10104 |
Bond Return Predictability: Economic Value and Links to the Macroeconomy Author(s): Antonio Gargano, Davide Pettenuzzo and Allan Timmermann Published: August 2014 |
| DP10022 |
Estimating overidentified, non-recursive, time varying coefficients structural VARs Author(s): Fabio Canova and Fernando J. Pérez Forero Published: June 2014 |
| DP9718 |
Aggregation and Labor Supply Elasticities Author(s): Alois Kneip, Monika Merz and Lidia Storjohann Published: November 2013 |
| DP9702 |
Time-Varying Business Volatility and the Price Setting of Firms Author(s): Rüdiger Bachmann, Benjamin Born, Steffen Elstner and Christian Grimme Published: October 2013 |
| DP9436 |
Time Variation in Macro-Financial Linkages Author(s): Sandra Eickmeier, Massimiliano Marcellino and Esteban Prieto Published: April 2013 |
| DP8917 |
Bayesian Model Averaging, Learning and Model Selection Author(s): George W. Evans, Seppo Honkapohja, Thomas J Sargent and Noah Williams Published: March 2012 |
| DP8479 |
On the High-Frequency Dynamics of Hedge Fund Risk Exposures Author(s): Andrew J Patton and Tarun Ramadorai Published: July 2011 |
| DP8341 |
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR Author(s): Sandra Eickmeier, Wolfgang Lemke and Massimiliano Marcellino Published: April 2011 |
| DP8321 |
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis Author(s): Sandra Eickmeier, Wolfgang Lemke and Massimiliano Marcellino Published: April 2011 |
| DP8292 |
A Century of Inflation Forecasts Author(s): Antonello D'Agostino and Paolo Surico Published: March 2011 |
| DP8201 |
Credit Risk and Disaster Risk Author(s): François Gourio Published: January 2011 |
| DP7827 |
Endogenous Monetary Policy Regimes and the Great Moderation Author(s): Ana Beatriz C Galvão and Massimiliano Marcellino Published: May 2010 |
Records Found 25