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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of macroeconomics"
~subject:"Bayes-Statistik"
~subject:"DSGE model"
~subject:"Economic forecast"
~subject:"Markov-Kette"
~subject:"Prognoseverfahren"
~subject:"Scientific modelling"
~subject:"State space model"
~subject:"Stochastic process"
~type:"article"
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Search: subject_exact:"Bayes-Theorem"
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Bayes-Statistik
DSGE model
Economic forecast
Markov-Kette
Prognoseverfahren
Scientific modelling
State space model
Stochastic process
Bayesian inference
535
Theorie
251
Theory
251
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185
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111
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69
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535
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Koop, Gary
17
Carriero, Andrea
11
Chan, Joshua
8
Dijk, Herman K. van
8
Huber, Florian
8
Marcellino, Massimiliano
8
Zhang, Xinyu
8
Tsionas, Efthymios G.
7
Casarin, Roberto
6
Crespo Cuaresma, Jesús
6
Koopman, Siem Jan
6
Maheu, John M.
6
Ravazzolo, Francesco
6
Schorfheide, Frank
6
Steel, Mark F. J.
6
Ando, Tomohiro
5
Billio, Monica
5
Doppelhofer, Gernot
5
Eicher, Theo S.
5
Gallant, A. Ronald
5
Giannone, Domenico
5
Hoogerheide, Lennart
5
Jacobi, Liana
5
Jensen, Mark J.
5
Korobilis, Dimitris
5
Ley, Eduardo
5
Lucas, André
5
Maneesoonthorn, Worapree
5
Martin, Gael M.
5
Pettenuzzo, Davide
5
Poon, Aubrey
5
Strachan, Rodney W.
5
Tobias, Justin L.
5
Zellner, Arnold
5
Blasques, Francisco
4
Chib, Siddhartha
4
Clark, Todd E.
4
Forbes, Catherine Scipione
4
Frühwirth-Schnatter, Sylvia
4
Gupta, Rangan
4
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Applied economics
Discussion paper / Centre for Economic Policy Research
Discussion paper
Discussion papers / CEPR
International journal of forecasting
Journal of applied econometrics
Journal of econometrics
Journal of economic dynamics & control
Journal of macroeconomics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Economic modelling
90
European journal of operational research : EJOR
79
Journal of the American Statistical Association : JASA
73
Economics letters
68
Econometric reviews
65
Journal of economic theory
62
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of forecasting
57
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52
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49
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49
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Finance research letters
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
The econometrics journal
25
Theoretical economics : TE ; an open access journal in economic theory
25
Journal of economic behavior & organization : JEBO
24
Quantitative marketing and economics : QME
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ECONIS (ZBW)
535
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535
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1
Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.
;
Meetei, O. Nganba
;
Ma, Ruijun
;
Reddy, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
Saved in:
2
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:
3
On the role of fundamentals, private signals, and beauty contests to predict exchange rates
Pignataro, Giuseppe
;
Raggi, Davide
;
Pancotto, Francesca
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 687-705
Persistent link: https://www.econbiz.de/10014547196
Saved in:
4
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
5
Sectoral slowdowns in the United Kingdom : evidence from transmission probabilities and economic linkages
Janssens, Eva
;
Lumsdaine, Robin L.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 22-40
Persistent link: https://www.econbiz.de/10014474431
Saved in:
6
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
7
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
8
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:
9
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
10
(Un)expected monetary policy shocks and term premia
Kliem, Martin
;
Meyer-Gohde, Alexander
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
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