具有GARCH形式时变波动性的DSGE模型的实时预测
Real-time forecast of DSGE models with time-varying volatility in GARCH form
International Review of Financial Analysis · 2024
被引 15
ABS 3
- Chien‐Chiang Lee 通讯
- Semih Emre Çekin
- Sergey Ivashchenko
- Rangan Gupta
动态随机一般均衡计量经济学货币经济学时间序列分析