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Results of search for time-varying parameters
Records found: 7
| 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 |
| 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 |
| DP10104 |
Bond Return Predictability: Economic Value and Links to the Macroeconomy Author(s): Antonio Gargano, Davide Pettenuzzo and Allan Timmermann Published: August 2014 |
| DP8321 |
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis Author(s): Sandra Eickmeier, Wolfgang Lemke and Massimiliano Marcellino Published: April 2011 |
| DP5801 |
Drift and Breaks in Labour Productivity Author(s): Luca Benati Published: August 2006 |
Records Found 7