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isPartOf:"Quantitative marketing and economics : QME"
~isPartOf:"Journal of forecasting"
~subject:"Lernen"
~subject:"VAR model"
~type_genre:"Article in journal"
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Search: subject_exact:"Bayes-Theorem"
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Lernen
VAR model
Bayes-Statistik
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46
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Amisano, Gianni
1
Ansari, Asim
1
Apostolakis, George N.
1
Bagudu, Aliyu
1
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1
Bekiros, Stelios D.
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Quantitative marketing and economics : QME
Journal of forecasting
International journal of forecasting
31
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28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
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17
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
2
Cogent business & management
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ECONIS (ZBW)
17
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1
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
2
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
3
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
5
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
Saved in:
6
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
7
Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar
;
Bagudu, Aliyu
;
Zhang, Qi
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932
Saved in:
8
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan
;
Nguyen, Bao
;
Zhang, Bo
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
Saved in:
9
Forecasting with specification‐switching VARs
Hwang, Youngjin
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 581-596
Persistent link: https://www.econbiz.de/10011860701
Saved in:
10
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
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