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type_genre:"Amtsdruckschrift"
~person:"Koop, Gary"
~subject:"VAR-Modell"
~subject:"Volatility"
~type_genre:"Conference paper"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Vektorautoregressives Modell"
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VAR-Modell
Volatility
VAR model
40
Bayes-Statistik
33
Bayesian inference
33
Theorie
27
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27
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26
Prognoseverfahren
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Koop, Gary
Lütkepohl, Helmut
94
Marcellino, Massimiliano
66
Pesaran, M. Hashem
64
Mumtaz, Haroon
61
Castelnuovo, Efrem
54
Gambetti, Luca
52
Caggiano, Giovanni
44
Kilian, Lutz
42
Theodoridis, Konstantinos
41
Carriero, Andrea
40
Huber, Florian
40
Canova, Fabio
39
Clark, Todd E.
36
Chudik, Alexander
29
Belke, Ansgar
27
Giannone, Domenico
27
Johansen, Søren
27
Rubio-Ramírez, Juan Francisco
27
Schorfheide, Frank
27
Fève, Patrick
26
Korobilis, Dimitris
26
Kapetanios, George
25
Nielsen, Morten Ørregaard
25
Benati, Luca
24
Forni, Mario
24
Minford, Patrick
24
Jusélius, Katarina
23
Sala, Luca
23
Bjørnland, Hilde Christiane
22
Zanetti, Francesco
22
Saikkonen, Pentti
21
Wickens, Michael R.
21
Baumeister, Christiane
20
Feldkircher, Martin
20
Kriwoluzky, Alexander
20
Peersman, Gert
20
Ricco, Giovanni
20
Furlanetto, Francesco
19
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19
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ECONIS (ZBW)
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Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia
;
Hou, Chenghan
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316038
Saved in:
2
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
3
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
4
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
5
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
6
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
7
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
Saved in:
8
Reconciled estimates of monthly GDP in the US
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10012822269
Saved in:
9
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10013277546
Saved in:
10
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
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