- Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007.
"A unified approach to nonlinearity, structural change, and outliers,"
Journal of Econometrics,
Elsevier, vol. 137(1), pages 112-133, March.
[Downloadable!] (restricted)
Cited by:
- Tatsuma Wada & Pierre Perron, 2005.
"An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data,"
Boston University - Department of Economics - Working Papers Series
WP2005-44, Boston University - Department of Economics.
[Downloadable!]
- Giordani, Paolo & Kohn, Robert, 2006.
"Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models,"
Working Paper Series
196, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
- Giordani, Paolo & Soderlind, Paul, 2006.
"Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 30(6), pages 1027-1043, June.
[Downloadable!] (restricted)
Cited by:
- Söderlind, Paul, 2005.
"C-CAPM Without Ex Post Data,"
CEPR Discussion Papers
5407, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Paul Söderlind, 2006.
"C-CAPM Refinements and the Cross-Section of Returns,"
University of St. Gallen Department of Economics working paper series 2006
2006-07, Department of Economics, University of St. Gallen.
[Downloadable!]
Other versions: - Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006.
"Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters,"
The Warwick Economics Research Paper Series (TWERPS)
811, University of Warwick, Department of Economics.
[Downloadable!]
Other versions:
- Giordani, Paolo & Soderlind, Paul, 2004.
"Solution of macromodels with Hansen-Sargent robust policies: some extensions,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 28(12), pages 2367-2397, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Giordani, Paolo, 2004.
"An alternative explanation of the price puzzle,"
Journal of Monetary Economics,
Elsevier, vol. 51(6), pages 1271-1296, September.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Paolo Giordani, 2004.
"Evaluating New-Keynesian Models of a Small Open Economy,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 66(s1), pages 713-733, 09.
[Downloadable!] (restricted)
Cited by:
- Buncic, Daniel & Melecky, Martin, 2007.
"An estimated New Keynesian policy model for Australia,"
MPRA Paper
4138, University Library of Munich, Germany.
[Downloadable!]
Other versions:- Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia,"
The Economic Record,
The Economic Society of Australia, vol. 84(264), pages 1-16, 03.
[Downloadable!] (restricted)
- Martin Melecky & Daniel Buncic, 2005.
"An Estimated, New Keynesian Policy Model for Australia,"
Macroeconomics
0511026, EconWPA.
[Downloadable!]
- Van Aarle B. & Garretsen H. & Moons C., 2007.
"Accession to the Euro-Area: A Stylized Analysis Using a NK Model,"
Working Papers
2007015, University of Antwerp, Faculty of Applied Economics.
[Downloadable!]
- Melecky, Martin, 2007.
"A structural investigation of third-currency shocks to bilateral exchange rates,"
MPRA Paper
5114, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Moons C. & Garretsen H. & Van Aarle B. & Fornero J., 2007.
"Monetary policy in the New-Keynesian model: An application to the Euro-Area,"
Working Papers
2007014, University of Antwerp, Faculty of Applied Economics.
[Downloadable!]
Other versions: - Fousseni Chabi-Yo & Jun Yang, 2007.
"A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
,"
Working Papers
07-21, Bank of Canada.
[Downloadable!]
- Paolo Giordani, 2003.
"On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence,"
Contributions to Macroeconomics,
Berkeley Electronic Press, vol. 3(1), pages 1068-1068.
[Downloadable!] (restricted)
Cited by:
- Barbara Annicchiarico & Alessandro Piergallini, 2006.
"Inflation shocks and interest rate rules,"
Economics Bulletin,
Economics Bulletin, vol. 5(19), pages 1-7.
[Downloadable!]
Other versions:
- Giordani, Paolo & Soderlind, Paul, 2003.
"Inflation forecast uncertainty,"
European Economic Review,
Elsevier, vol. 47(6), pages 1037-1059, December.
[Downloadable!] (restricted)
Other versions:
- Söderlind, Paul, 2000.
"Inflation Forecast Uncertainty,"
CEPR Discussion Papers
2499, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Giordani, Paolo & Soderlind, Paul, 2000.
"Inflation Forecast Uncertainty,"
Working Paper Series in Economics and Finance
384, Stockholm School of Economics, revised 09 Oct 2000.
[Downloadable!]
See citations under working paper version above.