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~isPartOf:"International journal of forecasting"
~person:"Carriero, Andrea"
~person:"Kapetanios, George"
~person:"Li, Yong"
~person:"Lucas, André"
~subject:"Bayes-Statistik"
~subject:"Frühindikator"
~subject:"Markov chain"
~subject:"Prognose"
~subject:"Prognoseverfahren"
~subject:"State space model"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Bayes-Theorem"
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Bayes-Statistik
Frühindikator
Markov chain
Prognose
Prognoseverfahren
State space model
VAR model
Zeitreihenanalyse
Bayesian inference
8
Forecasting model
8
Theorie
4
Theory
4
VAR-Modell
4
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3
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3
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Estimation
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Forecast
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Generalized autoregressive conditional heteroskedasticity
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Carriero, Andrea
Kapetanios, George
Li, Yong
Lucas, André
Koop, Gary
5
Blasques, Francisco
4
Koopman, Siem Jan
4
Łasak, Katarzyna
4
Ando, Tomohiro
3
Giannone, Domenico
3
Huber, Florian
3
Lenza, Michele
3
Maneesoonthorn, Worapree
3
Martin, Gael M.
3
Onorante, Luca
3
Poon, Aubrey
3
Rubaszek, Michał
3
Satopää, Ville A.
3
Clements, Michael P.
2
Forbes, Catherine Scipione
2
Frazier, David T.
2
Galvão, Ana Beatriz C.
2
Gefang, Deborah
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kang, Yanfei
2
Kolasa, Marcin
2
Korobilis, Dimitris
2
Lahiri, Kajal
2
Li, Feng
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McCabe, Brendan Peter Martin
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Momferatou, Daphne
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Mumtaz, Haroon
2
Panagiotelis, Anastasios
2
Perron, Pierre
2
Ravazzolo, Francesco
2
Sheng, Xuguang
2
Smith, Michael S.
2
Vahid, Farshid
2
Warne, Anders
2
West, Mike
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International journal of forecasting
Working paper
12
Federal Reserve Bank of Cleveland working paper series
10
Journal of econometrics
8
Discussion papers / CEPR
7
Discussion paper / Centre for Economic Policy Research
6
FRB of Cleveland Working Paper
6
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4
EUI working paper
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Journal of applied econometrics
4
Computational economics
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Norges Bank Working Paper 13 | 2014
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ECONIS (ZBW)
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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
Macroeconomic information, structural change, and the prediction of fiscal aggregates
Carriero, Andrea
;
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10011474102
Saved in:
7
Forecasting with Bayesian multivariate vintage-based VARs
Carriero, Andrea
;
Clements, Michael P.
;
Galvão, Ana …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10011474551
Saved in:
8
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:
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