Tony Yates

University of Bristol

University of Bristol,

Senate House, Tyndall Avenue

Bristol, BS8 ITH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

63

SSRN CITATIONS
Rank 30,356

SSRN RANKINGS

Top 30,356

in Total Papers Citations

15

CROSSREF CITATIONS

13

Scholarly Papers (2)

1.

Estimating Time-Varying DSGE Models Using Minimum Distance Methods

Bank of England Working Paper No. 507
Number of pages: 39 Posted: 28 Aug 2014
Queen Mary, King's College, London, Cardiff University and University of Bristol
Downloads 61 (479,575)
Citation 9

Abstract:

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DSGE, structural change, kernel estimation, time-varying VAR, monetary policy shocks

2.

Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models

Journal of Time Series Analysis, Vol. 39, Issue 2, pp. 129-149, 2018
Number of pages: 21 Posted: 14 Feb 2018
Queen Mary, King's College, London and University of Bristol
Downloads 2 (877,089)
Citation 14

Abstract:

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Time varying estimation, random coefficient models