Discussion paper DP16317 Tracking Weekly State-Level Economic Conditions Christiane Baumeister Danilo Leiva-León Eric Sims 1 Jul 2021 Monetary Economics and Fluctuations C32 C55 E32 E66
Discussion paper DP11950 Uncertainty shocks, asset supply and pricing over the business cycle Francesco Bianchi Cosmin Ilut Martin Schneider 2 Apr 2017 Financial Economics Monetary Economics and Fluctuations E32 G12 C32
Discussion paper DP9815 Markov-Switching Mixed-Frequency VAR Models Massimiliano Marcellino Claudia Foroni 9 Feb 2014 International Macroeconomics C53 E32 E37
Discussion paper DP9698 Regime Switches in the Risk-Return Trade-off Eric Ghysels Massimiliano Marcellino 27 Oct 2013 Financial Economics International Macroeconomics G10 G12
Discussion paper DP9705 Methods for Measuring Expectations and Uncertainty in Markov-Switching Models Francesco Bianchi 27 Oct 2013 International Macroeconomics C11 C32 E31 E52 G12
Discussion paper DP9464 Perturbation Methods for Markov-Switching DSGE Models Tao Zha Andrew Foerster 5 May 2013 International Macroeconomics E17 E37