Browsing byAuthorGrant, AL
Showing results 1 to 7 of 7
Issue Date | Title | Author(s) |
2018-01-01 | The Great Recession and Okun's law | Grant, AL |
2017-03-01 | A Bayesian Model Comparison for Trend-Cycle Decompositions of Output | Grant, AL; Chan, JCC |
2017-02-01 | Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter | Grant, AL; Chan, JCC |
2016-09-01 | On the observed-data deviance information criterion for volatility modeling | Chan, JCC; Grant, AL |
2016-02-01 | Modeling energy price dynamics: GARCH versus stochastic volatility | Chan, JCC; Grant, AL |
2016-01-01 | Fast computation of the deviance information criterion for latent variable models | Chan, JCC; Grant, AL |
2015-06-01 | Pitfalls of estimating the marginal likelihood using the modified harmonic mean | Chan, JCC; Grant, AL |