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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Cigno, Alessandro"
~person:"Koop, Gary"
~person:"Marcellino, Massimiliano"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Optimale Besteuerung"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Reprint"
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Bayesian inference
Optimale Besteuerung
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126
Forecasting model
40
Time series analysis
40
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40
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Cigno, Alessandro
Koop, Gary
Marcellino, Massimiliano
Gupta, Rangan
47
Tsionas, Efthymios G.
42
Clements, Michael P.
40
Pestieau, Pierre
40
Aronsson, Thomas
39
Cremer, Helmuth
38
Eeckhoudt, Louis R.
38
Franses, Philip Hans
35
Gollier, Christian
35
Timmermann, Allan
35
Diebold, Francis X.
30
Petropoulos, Fotios
29
Boadway, Robin W.
28
Gahvari, Firouz
28
Satchell, Stephen
27
Schorfheide, Frank
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Hendry, David F.
25
Pierdzioch, Christian
25
Swanson, Norman R.
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Wang, Ruodu
24
Wang, Yudong
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Hyndman, Rob J.
23
Makridakis, Spyros G.
23
Viscusi, W. Kip
23
Fildes, Robert
21
Denuit, Michel
20
Epstein, Larry G.
20
Lesage, James P.
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Moosa, Imad A.
20
Bovenberg, Ary Lans
19
Fabozzi, Frank J.
19
Clark, Todd E.
18
Geweke, John
18
Kourentzes, Nikolaos
18
Ravazzolo, Francesco
18
Tuomala, Matti
18
Armstrong, Jon Scott
17
Assimakopoulos, V.
17
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International journal of forecasting
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9
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National Institute economic review : journal of the National Institute of Economic and Social Research
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Oxford bulletin of economics and statistics
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
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1
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
2
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
3
Approximate Bayesian inference and forecasting in huge-dimensional multicountry VARs
Feldkircher, Martin
;
Huber, Florian
;
Koop, Gary
; …
- In:
International economic review
63
(
2022
)
4
,
pp. 1625-1658
Persistent link: https://www.econbiz.de/10013464691
Saved in:
4
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
5
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
6
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
Saved in:
7
Macro uncertainty in the long run
Carriero, Andrea
;
Marcellino, Massimiliano
;
Tornese, Tommaso
- In:
Economics letters
225
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014308630
Saved in:
8
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
9
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
10
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
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