Ankargren, Sebastian; Unosson, Måns; Yang, Yukai A flexible mixed-frequency vector autoregression with a steady-state prior. Posterior moments. Details on model with extended stochastic volatility specification. Data sources. Forecast evaluation tables (Second Vintage). Additional results. (English) Zbl 07336609 J. Time Ser. Econom. 12, No. 2, Article ID 20180034, 41 p. (2020). MSC: 62P20 PDF BibTeX XML Cite \textit{S. Ankargren} et al., J. Time Ser. Econom. 12, No. 2, Article ID 20180034, 41 p. (2020; Zbl 07336609) Full Text: DOI arXiv OpenURL
Milani, Fabio The modeling of expectations in empirical DSGE models: a survey. (English) Zbl 1452.91189 Balke, Nathan (ed.) et al., DSGE models in macroeconomics: estimation, evaluation, and new developments. Bingley: Emerald. Adv. Econom. 28, 3-38 (2012). MSC: 91B51 PDF BibTeX XML Cite \textit{F. Milani}, Adv. Econom. 28, 3--38 (2012; Zbl 1452.91189) Full Text: DOI OpenURL
Armah, Nii Ayi; Swanson, Norman R. Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments. (English) Zbl 1205.91135 Econom. Rev. 29, No. 5-6, 476-510 (2010). MSC: 91B84 62P20 PDF BibTeX XML Cite \textit{N. A. Armah} and \textit{N. R. Swanson}, Econom. Rev. 29, No. 5--6, 476--510 (2010; Zbl 1205.91135) Full Text: DOI Link OpenURL
Barnett, William A.; Duzhak, Evgeniya A. Empirical assessment of bifurcation regions within New Keynesian models. (English) Zbl 1232.91481 Econ. Theory 45, No. 1-2, 99-128 (2010). MSC: 91B55 91B64 91B82 62P20 91B50 PDF BibTeX XML Cite \textit{W. A. Barnett} and \textit{E. A. Duzhak}, Econ. Theory 45, No. 1--2, 99--128 (2010; Zbl 1232.91481) Full Text: DOI Link OpenURL
Hübler, Olaf (ed.); Frohn, Joachim (ed.) Modern econometric analysis. Surveys on recent developments. (English) Zbl 1090.62132 Berlin: Springer (ISBN 3-540-32692-8/hbk). viii, 230 p. (2006). Reviewer: Herbert S. Buscher (Halle, Saale) MSC: 62P20 62-06 00B15 PDF BibTeX XML Cite \textit{O. Hübler} (ed.) and \textit{J. Frohn} (ed.), Modern econometric analysis. Surveys on recent developments. Berlin: Springer (2006; Zbl 1090.62132) Full Text: DOI OpenURL
Klein, Lawrence R.; Welfe, Aleksander; Welfe, Władysław Principles of macroeconometric modeling. (English) Zbl 0979.91067 Advanced Textbooks in Economics. 36. Amsterdam: North-Holland. 366 p. (1999). Reviewer: Gabriel Talmain (York) MSC: 91B64 91-02 62P20 62M20 62M15 91B84 62-02 PDF BibTeX XML Cite \textit{L. R. Klein} et al., Principles of macroeconometric modeling. Amsterdam: North-Holland (1999; Zbl 0979.91067) OpenURL
Hamilton, James D. Time series analysis. (English) Zbl 0831.62061 Princeton, NJ: Princeton University Press. xiv, 799 p. (1994). Reviewer: J.Anděl (Praha) MSC: 62M10 62-01 62P20 62M15 PDF BibTeX XML Cite \textit{J. D. Hamilton}, Time series analysis. Princeton, NJ: Princeton University Press (1994; Zbl 0831.62061) OpenURL