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~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of forecasting"
~subject:"VAR model"
~subject:"Volatility"
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Search: subject_exact:"Bayesian model"
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VAR model
Volatility
Bayes-Statistik
72
Bayesian inference
72
Forecasting model
51
Prognoseverfahren
51
Theorie
39
Theory
39
Time series analysis
24
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Zhang, Bo
2
Amisano, Gianni
1
Apostolakis, George N.
1
Asai, Manabu
1
Barlas, Ali B.
1
Bekiros, Stelios D.
1
Berg, Tim Oliver
1
Cascaldi-Garcia, Danilo
1
Chen, Cathy W. S.
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Cross, Jamie
1
Fresoli, Diego
1
Gallant, A. Ronald
1
Giannellis, Nikolaos
1
Guo, Na
1
Hou, Chenghan
1
Huang, Tara F. J.
1
Hwang, Youngjin
1
Isa, Berk Orkun
1
Jahan-Parvar, Mohammad R.
1
Jiang, Yue
1
Kim, Chang-jin
1
Kiss, Tamás
1
Kolkiewicz, Adam W.
1
Lewis, Kurt F.
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Mazur, Stepan
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Men, Zhongxian
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Nguyen, Bao
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Nguyen, Hoang
1
Ortiz Vidal-Abarca, Alvaro
1
Paccagnini, Alessia
1
Papadopoulos, Athanasios P.
1
Pfarrhofer, Michael
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International finance discussion papers
Journal of forecasting
Journal of econometrics
45
International journal of forecasting
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Working paper
36
CAMA working paper series
34
Working paper series / European Central Bank
29
Discussion papers / CEPR
23
Journal of applied econometrics
23
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20
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Federal Reserve Bank of Cleveland working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of economic dynamics & control
16
Discussion paper
15
Applied economics
14
ECB Working Paper
14
Economics letters
14
Macroeconomic dynamics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
IMF working papers
12
Working papers
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Journal of international money and finance
11
Sveriges Riksbank working paper series
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Working paper series
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Strathclyde discussion papers in economics
10
Working paper series / Czech National Bank
10
Working papers / Federal Reserve Bank of Philadelphia, Research Department
10
Discussion papers / Adam Smith Business School, University of Glasgow
9
Finance research letters
9
Journal of macroeconomics
9
Documentos de trabajo / Banco de España
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
21
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1
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
2
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
3
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
5
Pandemic priors
Cascaldi-Garcia, Danilo
-
2022
Persistent link: https://www.econbiz.de/10013375421
Saved in:
6
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
Saved in:
7
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
8
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan
;
Nguyen, Bao
;
Zhang, Bo
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
Saved in:
9
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
10
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
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