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~person:"Chen, Cathy W. S."
~person:"Soave, Gian Paulo"
~person:"Villani, Mattias"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Search: subject_exact:"Posterior distribution"
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Chen, Cathy W. S.
Soave, Gian Paulo
Villani, Mattias
Koop, Gary
29
Gupta, Rangan
26
Huber, Florian
20
Österholm, Pär
18
Schorfheide, Frank
17
Carriero, Andrea
14
Korobilis, Dimitris
14
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12
Marcellino, Massimiliano
12
Ravazzolo, Francesco
12
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11
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10
Chan, Joshua
10
Clark, Todd E.
8
Feldkircher, Martin
8
Gerlach, Richard
7
Hoogerheide, Lennart
7
Kang, Kyu Ho
7
Onorante, Luca
7
Rubaszek, Michał
7
Beckmann, Joscha
6
Billio, Monica
6
Kapetanios, George
6
Zhang, Xinyu
6
An, Sungbae
5
Canova, Fabio
5
Cross, Jamie
5
Czudaj, Robert
5
Del Negro, Marco
5
Hou, Chenghan
5
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5
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5
Matthes, Christian
5
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Journal of forecasting
4
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3
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1
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1
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1
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ECONIS (ZBW)
16
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1
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
2
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
3
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
4
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
Saved in:
5
Government spending multipliers in good times and bad times : the case of emerging markets
Gomes, Fábio A.
;
Sakurai, Sergio Naruhiko
;
Soave, Gian …
- In:
Macroeconomic dynamics
26
(
2022
)
3
,
pp. 726-768
Persistent link: https://www.econbiz.de/10013187246
Saved in:
6
The role of credit and housing shocks in emerging economies
Gomes, Fábio A.
;
Soave, Gian Paulo
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1552-1557
Persistent link: https://www.econbiz.de/10012626623
Saved in:
7
Financial conditions and the business cycles in emerging markets
Soave, Gian Paulo
- In:
Applied economics letters
27
(
2020
)
20
,
pp. 1652-1658
Persistent link: https://www.econbiz.de/10012315732
Saved in:
8
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
9
Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
Saved in:
10
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
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