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type_genre:"Amtsdruckschrift"
~person:"Asdrubali, Pierfederico"
~person:"Blazsek, Szabolcs"
~person:"Koop, Gary"
~person:"Pfarrhofer, Michael"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Search: subject_exact:"Vektorautoregressives Modell"
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Asdrubali, Pierfederico
Blazsek, Szabolcs
Koop, Gary
Pfarrhofer, Michael
Mumtaz, Haroon
8
Chan, Joshua
7
Clark, Todd E.
6
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5
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3
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ECONIS (ZBW)
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1
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
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2
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
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3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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4
Identification of seasonal effects in impulse responses using score-driven multivariate location models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10012437812
Saved in:
5
Modeling the relationship between European carbon permits and certified emission reductions
Koop, Gary
;
Tole, Lise
- In:
Journal of empirical finance
24
(
2013
),
pp. 166-181
Persistent link: https://www.econbiz.de/10010371982
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