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Effects of US quantitative easing on emerging market economies
Vol: 47/2015 Author name: Bhattarai S; Chatterjee A; Park WY Year: 2015 Month: December
  • Park
  • Model Uncertainty and Macro-Econometrics program
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Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET
Vol: 25/2015 Author name: Abeln B; Jacobs JPAM Year: 2015 Month: July
  • Jacobs
  • Finance and the Macroeconomy program
  • Model Uncertainty and Macro-Econometrics program
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Meta-Granger causality testing
Vol: 22/2015 Author name: Bruns SB; Stern DI Year: 2015 Month: June
  • Stern
  • Climate Change and Energy Program
  • Model Uncertainty and Macro-Econometrics program
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Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Vol: 32/2015 Author name: Chan JCC; Eisenstat Eric Year: 2015 Month: August
  • Chan
  • Model Uncertainty and Macro-Econometrics program
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Risk sharing in a world economy with uncertainty shocks
Vol: 44/2015 Author name: Kollmann R Year: 2015 Month: November
  • Kollmann
  • Model Uncertainty and Macro-Econometrics program
  • Open Economy Macroeconomics program
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Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility
Vol: 06/2015 Author name: Mertens E; Nason JM Year: 2015 Month: March
  • Nason
  • Model Uncertainty and Macro-Econometrics program
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Modeling energy price dynamics: GARCH versus stochastic volatility
Vol: 20/2015 Author name: Chan JCC; Grant AL Year: 2015 Month: June
  • Chan
  • Model Uncertainty and Macro-Econometrics program
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A Bayesian model comparison for trend-cycle decompositions of output
Vol: 31/2015 Author name: Chan JCC; Grant AL Year: 2015 Month: August
  • Chan
  • Model Uncertainty and Macro-Econometrics program
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Large Bayesian VARs: A flexible Kronecker error covariance structure
Vol: 41/2015 Author name: Chan JCC Year: 2015 Month: November
  • Chan
  • Model Uncertainty and Macro-Econometrics program
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Specification tests for time-varying parameter models with stochastic volatility
Vol: 42/2015 Author name: Chan JCC Year: 2015 Month: November
  • Chan
  • Model Uncertainty and Macro-Econometrics program
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Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
Vol: 08/2015 Author name: Chan JCC; Grant AL Year: 2015 Month: March
  • Chan
  • Grant
  • Model Uncertainty and Macro-Econometrics program
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Mismatch Shocks and Unemployment During the Great Recession
Vol: 17/2015 Author name: Furlanetto F; Groshenny N Year: 2015 Month: June
  • Groshenny
  • Macroeconomic Theory
  • Model Uncertainty and Macro-Econometrics program
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A New Monthly Indicator of Global Real Economic Activity
Vol: 13/2015 Author name: Ravazzolo F; Vespignani JL Year: 2015 Month: April
  • Ravazzolo
  • Vespignani
  • Model Uncertainty and Macro-Econometrics program
  • Finance and the Macroeconomy program
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Efficient estimation of Bayesian VARMAs with time-varying coefficients
Vol: 19/2015 Author name: Chan JCC; Eisenstat E Year: 2015 Month: June
  • Chan
  • Model Uncertainty and Macro-Econometrics program
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The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling
Vol: 07/2015 Author name: Chan JCC Year: 2015 Month: March
  • Chan
  • Model Uncertainty and Macro-Econometrics program