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~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"
~type_genre:"Article in journal"
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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
33
Theorie
21
Theory
21
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16
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14
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11
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11
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9
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9
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9
Volatility
9
Volatilität
9
Time series analysis
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6
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Markov chain Monte Carlo
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Wirtschaftsprognose
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Dynamic equilibrium
4
Dynamisches Gleichgewicht
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Estimation
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Estimation theory
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Multivariate Analyse
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Multivariate analysis
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Schätztheorie
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Schätzung
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4
Bayesian VARs
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DSGE models
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Carriero, Andrea
Kapetanios, George
Li, Yong
Lucas, André
Tsionas, Efthymios G.
71
Koop, Gary
49
Gupta, Rangan
33
Assaf, A. Georges
28
Schorfheide, Frank
26
Huber, Florian
23
Ravazzolo, Francesco
23
Chan, Joshua
22
Dijk, Herman K. van
21
Österholm, Pär
21
Allenby, Greg M.
20
Crespo Cuaresma, Jesús
19
Casarin, Roberto
18
Korobilis, Dimitris
17
Gallant, A. Ronald
16
Caraiani, Petre
15
Lesage, James P.
15
Feldkircher, Martin
14
Poon, Aubrey
14
Strachan, Rodney W.
14
Tobias, Justin L.
14
Geweke, John
13
Havránek, Tomáš
13
Marcellino, Massimiliano
13
Zhang, Xinyu
13
Bauwens, Luc
12
Steel, Mark F. J.
12
Canova, Fabio
11
Billio, Monica
10
Bradlow, Eric T.
10
Chen, Cathy W. S.
10
Hoogerheide, Lennart
10
Kang, Kyu Ho
10
Piribauer, Philipp
10
Rodriguez, Gabriel
10
Zellner, Arnold
10
Ansari, Asim
9
Chib, Siddhartha
9
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International journal of forecasting
8
Journal of econometrics
8
Journal of applied econometrics
4
Computational economics
3
Annals of economics and finance
1
Applied economics letters
1
Economic modelling
1
Economics letters
1
Finance research letters
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
33
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33
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1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
3
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
4
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
Saved in:
5
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
6
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
7
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
8
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:
9
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
10
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
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