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Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model. (1996). Watson, Mark ; Stock, James.
In: NBER Technical Working Papers.
RePEc:nbr:nberte:0201.

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Cited: 14

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  1. Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework. (2020). Candido, Osvaldo ; Neto, Alberto Ronchi .
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1550-4.

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  2. What Can the Data Tell Us about the Equilibrium Real Interest Rate?. (2020). Kiley, Michael.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2020:q:2:a:5.

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  3. What Can the Data Tell Us About the Equilibrium Real Interest Rate?. (2015). Kiley, Michael.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-77.

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  4. Oil commodity returns and macroeconomic factors: A time-varying approach. (2015). Schalck, Christophe ; Chenavaz, Régis.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:33:y:2015:i:c:p:290-303.

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  5. The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model. (2010). Moussa, Zakaria.
    In: MPRA Paper.
    RePEc:pra:mprapa:29429.

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  6. Heterogeneous life-cycle profiles, income risk and consumption inequality. (2008). van Rens, Thijs ; Primiceri, Giorgio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:945.

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  7. Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality. (2006). van Rens, Thijs ; Primiceri, Giorgio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5881.

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  8. Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income. (2005). Gordon, Robert ; Dew-Becker, Ian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11842.

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  9. Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR. (2005). DeSantis, Massimiliano ; De Santis, Massimiliano .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:62.

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  10. Where did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income. (2005). Gordon, Robert ; Dew-Becker, Ian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5419.

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  11. Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income. (2005). Gordon, Robert ; Dew-Becker, Ian.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:36:y:2005:i:2005-2:p:67-150.

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  12. How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?. (2002). Laxton, Douglas ; Juillard, Michel ; Boone, Laurence ; Papa N'Diaye, ; Papa N'Diaye, .
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:359.

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  13. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9127.

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  14. Monetary Policy Credibility and the Unemployment-Inflation Tradeoff; Some Evidence From 17 Industrial Countries. (2002). Laxton, Douglas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/220.

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References

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