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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Strathclyde discussion papers in economics"
~isPartOf:"Working paper series / Czech National Bank"
~subject:"Prognoseverfahren"
~subject:"Zustandsraummodell"
~type:"book"
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Prognoseverfahren
Zustandsraummodell
Bayes-Statistik
45
Bayesian inference
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VAR model
20
VAR-Modell
20
Theorie
16
Theory
16
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15
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8
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publication bias
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Dynamisches Gleichgewicht
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EU countries
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15
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Koop, Gary
9
Franta, Michal
4
Mitchell, James
3
Huber, Florian
2
McIntyre, Stuart
2
Poon, Aubrey
2
Baruník, Jozef
1
Brázdik, František
1
Chan, Joshua
1
Chan, Joshua C. C.
1
Eisenstat, Eric
1
Hauzenberger, Niko
1
Horváth, Roman
1
Korobilis, Dimitris
1
Panoš, Jiří
1
Pfarrhfer, Michael
1
Polák, Petr
1
Potter, Simon M.
1
Szabo, Milan
1
Wu, Ping
1
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University of Strathclyde / Department of Economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Strathclyde discussion papers in economics
Working paper series / Czech National Bank
Discussion paper / Tinbergen Institute
60
CAMA working paper series
26
Working paper
26
Working paper series / European Central Bank
23
Federal Reserve Bank of Cleveland working paper series
21
Working paper / Norges Bank
18
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Discussion papers / CEPR
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13
CAMA Working Paper
11
CESifo working papers
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Discussion paper
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Staff reports / Federal Reserve Bank of New York
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
8
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Econometric Institute research papers
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Sveriges Riksbank working paper series
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ECONIS (ZBW)
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1
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
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2
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
3
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
4
Nowcasting "true" monthly US GDP during the pandemic
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10013189780
Saved in:
5
Growth-at-risk: Bayesian Approach
Szabo, Milan
-
2020
Persistent link: https://www.econbiz.de/10012493126
Saved in:
6
How to Improve the model selection procedure in a stress-testing framework
Panoš, Jiří
;
Polák, Petr
-
2019
Persistent link: https://www.econbiz.de/10012197060
Saved in:
7
A BVAR model for forecasting of Czech inflation
Brázdik, František
;
Franta, Michal
-
2017
Persistent link: https://www.econbiz.de/10011778755
Saved in:
8
Iterated multi-step forecasting with model coefficients changing across iterations
Franta, Michal
-
2016
Persistent link: https://www.econbiz.de/10011778694
Saved in:
9
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
-
2014
Persistent link: https://www.econbiz.de/10010431594
Saved in:
10
The effect of non-linearity between credit conditions and economic activity on density forecasts
Franta, Michal
-
2013
Persistent link: https://www.econbiz.de/10010200849
Saved in:
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