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Efficient estimation of Bayesian VARMAs with timeâvarying coefficients (repli...
Empirical work in macroeconometrics has been mostly restricted to using vector autoregressions (VARs), even though there are strong theoretical reasons to consider general... -
Euromind-D: A Density Estimate of Monthly Gross Domestic Product for the Euro...
EuroMInd- D is a density estimate of monthly gross domestic product (GDP) constructed according to a bottom-up approach, pooling the density estimates of 11 GDP components, by... -
Estimation and Solution of Models with Expectations and Structural Changes (r...
In this paper, we develop solutions for linearized models with forward-looking expectations and structural changes under a variety of assumptions regarding agents' beliefs about...
