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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Working paper / Norges Bank"
~person:"Clark, Todd E."
~person:"Kapetanios, George"
~person:"Koop, Gary"
~person:"Lenza, Michele"
~subject:"VAR-Modell"
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Search: subject:"distribution"
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VAR-Modell
Bayes-Statistik
8
Bayesian inference
8
VAR model
7
Forecasting model
6
Prognoseverfahren
6
Theorie
3
Theory
3
Multivariate Analyse
2
Multivariate analysis
2
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2
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2
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7
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7
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English
7
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Clark, Todd E.
Kapetanios, George
Koop, Gary
Lenza, Michele
Marcellino, Massimiliano
8
Carriero, Andrea
5
Aastveit, Knut Are
3
Canova, Fabio
3
Baumeister, Christiane
2
Bjørnland, Hilde Christiane
2
Ciccarelli, Matteo
2
Foroni, Claudia
2
Furlanetto, Francesco
2
Giannone, Domenico
2
Hamilton, James D.
2
Schorfheide, Frank
2
An, Sungbae
1
Antolin-Diaz, Juan
1
Bianchi, Francesco
1
Binning, Andrew
1
Bluwstein, Kristina
1
Carreiro, Andrea
1
Chang, Yongsung
1
Cravino, Javier
1
Doh, Taeyoung
1
Drautzburg, Thorsten
1
Fernández-Villaverde, Jesús
1
Forni, Mario
1
Gambetti, Luca
1
Giacomini, Raffaella
1
Guerrón-Quintana, Pablo A.
1
Guérin, Pierre
1
Halvorsen, Jørn I.
1
Jore, Anne Sofie
1
Kitagawa, Toru
1
Korobilis, Dimitris
1
Lan, Ting
1
Levchenko, Andrei A.
1
Loria, Francesca
1
Maffei-Faccioli, Nicolò
1
Maih, Junior
1
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Discussion paper / Centre for Economic Policy Research
Working paper / Norges Bank
Federal Reserve Bank of Cleveland working paper series
13
Journal of econometrics
10
Strathclyde discussion papers in economics
10
International journal of forecasting
9
Discussion papers / CEPR
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper
5
CAMA working paper series
4
EUI working paper / ECO
4
FRB of Cleveland Working Paper
4
Journal of applied econometrics
4
Working paper series / European Central Bank
4
Discussion papers / Adam Smith Business School, University of Glasgow
3
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2
ECB Working Paper
2
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Birkbeck working papers in economics and finance : BWPEF
1
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Economics letters
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International economic review
1
JRC working papers in economics and finance
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1
Journal of empirical finance
1
Journal of international money and finance
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Nonlinear time series analysis of business cycles
1
Norges Bank Working Paper 13 | 2014
1
Research working papers / Federal Reserve Bank of Kansas City
1
Staff reports / Federal Reserve Bank of New York
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
Working papers / Brandeis University, Department of Economics and International Business School
1
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ECONIS (ZBW)
7
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1
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010406729
Saved in:
2
Priors for the long run
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
-
2016
Persistent link: https://www.econbiz.de/10011502293
Saved in:
3
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
4
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
Saved in:
5
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2010
Persistent link: https://www.econbiz.de/10003976662
Saved in:
6
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003887159
Saved in:
7
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2008
Persistent link: https://www.econbiz.de/10003774002
Saved in:
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