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~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"VAR model"
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Forecasting model
Prognoseverfahren
VAR model
Bayes-Statistik
174
Bayesian inference
174
Estimation
59
Schätzung
59
Theorie
58
Theory
58
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35
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33
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Carriero, Andrea
3
Huber, Florian
3
Marcellino, Massimiliano
3
Gupta, Rangan
2
Kocięcki, Andrzej
2
Koop, Gary
2
Lanne, Markku
2
Luoto, Jani
2
Aastveit, Knut Are
1
Ahelegbey, Daniel Felix
1
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1
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1
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1
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Casarin, Roberto
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Castillo B., Paul
1
Chan, Joshua
1
Choi, Jinho
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Christiansen, Charlotte
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Christoffel, Kai
1
Clark, Todd E.
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Clements, Michael P.
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1
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Economic modelling
Journal of applied econometrics
International journal of forecasting
102
Discussion paper / Tinbergen Institute
58
Journal of econometrics
55
Journal of forecasting
47
Working paper
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Working paper series / European Central Bank
37
CAMA working paper series
33
Discussion papers / CEPR
27
Federal Reserve Bank of Cleveland working paper series
26
Discussion paper / Centre for Economic Policy Research
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
CESifo working papers
23
Working paper / Norges Bank
23
Econometric reviews
21
Journal of economic dynamics & control
20
CAMA Working Paper
19
Energy economics
18
Economics letters
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ECB Working Paper
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Discussion papers / Adam Smith Business School, University of Glasgow
14
Econometrics : open access journal
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Working papers
14
European journal of operational research : EJOR
13
IMF working papers
13
Insurance / Mathematics & economics
13
Strathclyde discussion papers in economics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Working paper series
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
13
Journal of macroeconomics
12
Macroeconomic dynamics
12
Working paper series / Czech National Bank
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
46
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1
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:
2
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:
3
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:
4
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
5
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
6
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
7
Macroeconomic effects of bank lending in an emerging economy : evidence from Turkey
Büyükbaşaran, Tayyar
;
Karasoy-Can, Gökçe
; …
- In:
Economic modelling
115
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014228681
Saved in:
8
Forecasting macroeconomic effects of stablecoin adoption : a Bayesian approach
Bojaj, Martin M.
;
Muhadinovic, Milica
;
Bracanovic, Andrej
; …
- In:
Economic modelling
109
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013348244
Saved in:
9
Economic recovery forecasts under impacts of COVID-19
Teng, Bin
;
Wang, Sicong
;
Shi, Yufeng
;
Sun, Yunchuan
; …
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348381
Saved in:
10
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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