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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 econometrics"
~person:"Kapetanios, George"
~person:"Lucas, André"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"DSGE model"
~subject:"Markov chain"
~subject:"Prognoseverfahren"
~subject:"Simulation"
~subject:"State space model"
~subject:"VAR model"
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Search: subject_exact:"Bayes-Theorem"
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Bayes-Statistik
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9
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7
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Kapetanios, George
Lucas, André
Marcellino, Massimiliano
24
Carriero, Andrea
21
Koop, Gary
15
Clark, Todd E.
14
Schorfheide, Frank
14
Canova, Fabio
11
Zhang, Xinyu
8
Dijk, Herman K. van
7
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7
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7
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7
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6
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6
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6
Pettenuzzo, Davide
6
Ravazzolo, Francesco
6
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6
Ando, Tomohiro
5
Gallant, A. Ronald
5
Havránek, Tomáš
5
Jensen, Mark J.
5
Koopman, Siem Jan
5
Korobilis, Dimitris
5
Maheu, John M.
5
Rubio-Ramírez, Juan Francisco
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Zellner, Arnold
5
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4
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4
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4
Ciccarelli, Matteo
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4
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4
Hamilton, James D.
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Hoogerheide, Lennart
4
Kilian, Lutz
4
Kitagawa, Toru
4
Kohn, Robert
4
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4
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Applied economics
Discussion paper / Centre for Economic Policy Research
Discussion paper
Discussion papers / CEPR
International journal of forecasting
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8
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4
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3
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2
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ECONIS (ZBW)
11
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1
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
2
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
3
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
Saved in:
4
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
5
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
6
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
7
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
Saved in:
8
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2010
Persistent link: https://www.econbiz.de/10003976662
Saved in:
9
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Saved in:
10
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003887159
Saved in:
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