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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Kapetanios, George"
~person:"Lucas, André"
~person:"Schorfheide, Frank"
~subject:"Bayes-Statistik"
~subject:"Markov chain"
~subject:"Multivariate Analyse"
~subject:"Prognoseverfahren"
~subject:"Simulation"
~subject:"State space model"
~subject:"VAR model"
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Bayes-Statistik
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30
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16
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15
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Kapetanios, George
Lucas, André
Schorfheide, Frank
Marcellino, Massimiliano
24
Carriero, Andrea
21
Clark, Todd E.
14
Koop, Gary
13
Canova, Fabio
11
Giannone, Domenico
8
Zhang, Xinyu
8
Dijk, Herman K. van
7
Fernández-Villaverde, Jesús
7
Giacomini, Raffaella
7
Lenza, Michele
7
Timmermann, Allan
7
Casarin, Roberto
6
Del Negro, Marco
6
Huber, Florian
6
Pettenuzzo, Davide
6
Ravazzolo, Francesco
6
Ando, Tomohiro
5
Gallant, A. Ronald
5
Guerrón-Quintana, Pablo A.
5
Havránek, Tomáš
5
Herbst, Edward P.
5
Jensen, Mark J.
5
Koopman, Siem Jan
5
Korobilis, Dimitris
5
Maheu, John M.
5
Rubio-Ramírez, Juan Francisco
5
Zellner, Arnold
5
Aruoba, S. Borağan
4
Baumeister, Christiane
4
Billio, Monica
4
Blasques, Francisco
4
Ciccarelli, Matteo
4
Hamilton, James D.
4
Hoogerheide, Lennart
4
Kitagawa, Toru
4
Kohn, Robert
4
Lahiri, Kajal
4
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Applied economics
Discussion paper / Centre for Economic Policy Research
Discussion paper
Discussion papers / CEPR
Finance and economics discussion series
International journal of forecasting
Journal of econometrics
Working papers / Penn Institute for Economic Research
NBER Working Paper
8
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8
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8
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7
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6
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Handbook of Economic Forecasting : volume 2, part A
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1
Bayesian estimation of panel models under potentially sparse heterogeneity
Moon, Hyungsik Roger
;
Schorfheide, Frank
;
Zhang, Boyuan
-
2023
Persistent link: https://www.econbiz.de/10014448424
Saved in:
2
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388566
Saved in:
3
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
-
Current version: October 9, 2020
Persistent link: https://www.econbiz.de/10013206020
Saved in:
4
Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
Schorfheide, Frank
;
Song, Dongho
-
2020
-
This version: July 8, 2020
Persistent link: https://www.econbiz.de/10013206029
Saved in:
5
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
6
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
7
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2019
Persistent link: https://www.econbiz.de/10012064996
Saved in:
8
Svars with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
-
2021
Persistent link: https://www.econbiz.de/10012492606
Saved in:
9
Panel forecasts of country-level Covid-19 infections
Liu, Laura
;
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
Saved in:
10
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
Persistent link: https://www.econbiz.de/10012515882
Saved in:
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