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MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS

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2018Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model30 cited
2016Exploiting the monthly data flow in structural forecasting25 cited
2016Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs23 cited
2023

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A Mixed Frequency BVAR for the Euro Area Labour Market*

20 cited

2016The estimation of continuous time models with mixed frequency data19 cited

2015Mixed Frequency Structural Vector Auto-Regressive Models18 cited