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~accessRights:"restricted"
~person:"Balakrishnan, N."
~person:"Gupta, Rangan"
~person:"Marcellino, Massimiliano"
~subject:"VAR model"
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VAR model
Forecasting model
68
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68
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55
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48
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48
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39
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31
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Balakrishnan, N.
Gupta, Rangan
Marcellino, Massimiliano
Carriero, Andrea
20
Huber, Florian
14
Clark, Todd E.
12
Koop, Gary
12
Schorfheide, Frank
10
Baumeister, Christiane
9
Chan, Joshua
9
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9
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8
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6
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6
Österholm, Pär
6
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5
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5
Giannone, Domenico
5
Kilian, Lutz
5
Korobilis, Dimitris
5
Lenza, Michele
5
Pfarrhofer, Michael
5
Soave, Gian Paulo
5
Beckmann, Joscha
4
Giacomini, Raffaella
4
Herbst, Edward P.
4
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4
Kitagawa, Toru
4
Lau, Chi Keung
4
Mlikota, Marko
4
Mumtaz, Haroon
4
Prüser, Jan
4
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4
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4
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3
Albert, Juan-Francisco
3
Amir Ahmadi, Pooyan
3
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3
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3
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ECONIS (ZBW)
31
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1
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
2
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
3
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013281184
Saved in:
4
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:
5
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
Saved in:
6
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
7
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:
8
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
Saved in:
9
Measuring uncertainty and its effects in the Covid-19 era
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012495991
Saved in:
10
Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012495968
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