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DP16183 Heterogeneity and Aggregate Fluctuations 智库出版物
2021
作者:  Minsu Chang;  Xiaohong Chen;  Frank Schorfheide
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian model selection  Econometric model evaluation  Earnings distribution  Functional vector autoregressions  Heterogeneous agent models  State-space model  Technology shocks  
DP13978 Riders on the Storm 智库出版物
2019
作者:  Oscar Jorda;  Alan M. Taylor
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Neutral rate of interest  Monetary policy stance  State-space model  Kalman filter  
DP9112 Now-casting and the real-time data flow 智库出版物
2012
作者:  Lucrezia Reichlin;  Domenico Giannone;  Michele Modugno;  Marta Banbura
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Dynamic factor model  High-dimensional data  Macroeconomic forecasting  Macroeconomic news  Mixed-frequency  Real-time data  State-space models  
DP6123 Identity, Dignity and Taboos: Beliefs as Assets 智库出版物
2007
作者:  Jean Tirole;  Roland Benabou
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Expected stock return  Predictability  Predictive regression  Predictive system  State space model