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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Huber, Florian"
~person:"Jensen, Mark J."
~subject:"Bayes-Statistik"
~subject:"DSGE model"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Prognoseverfahren"
~subject:"State space model"
~subject:"VAR model"
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Bayes-Statistik
DSGE model
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VAR model
Bayesian inference
11
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9
Theory
9
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6
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Huber, Florian
Jensen, Mark J.
Marcellino, Massimiliano
24
Carriero, Andrea
21
Schorfheide, Frank
18
Koop, Gary
15
Clark, Todd E.
14
Canova, Fabio
13
Dijk, Herman K. van
10
Zhang, Xinyu
9
Giacomini, Raffaella
7
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7
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7
Li, Yong
7
Pettenuzzo, Davide
7
Timmermann, Allan
7
Zellner, Arnold
7
An, Sungbae
6
Ando, Tomohiro
6
Casarin, Roberto
6
Fernández-Villaverde, Jesús
6
Lenza, Michele
6
Ravazzolo, Francesco
6
Bauwens, Luc
5
Chan, Joshua
5
Chib, Siddhartha
5
Gallant, A. Ronald
5
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5
Hoogerheide, Lennart
5
Kohn, Robert
5
Koopman, Siem Jan
5
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5
Lopes, Hedibert Freitas
5
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5
Rubio-Ramírez, Juan Francisco
5
Strachan, Rodney W.
5
Tsionas, Efthymios G.
5
Villani, Mattias
5
Yu, Jun
5
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4
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6
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5
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4
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4
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3
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ECONIS (ZBW)
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1
Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014326677
Saved in:
2
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:
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
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 131-153
Persistent link: https://www.econbiz.de/10013441924
Saved in:
5
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
Saved in:
6
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
Saved in:
7
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
Saved in:
8
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
9
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
10
Bayesian semiparametric multivariate GARCH modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10009764412
Saved in:
1
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