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~person:"Dijk, Herman K. van"
~person:"Koop, Gary"
~person:"Mazzi, Gian Luigi"
~subject:"Bayesian VAR"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"State space model"
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Bayesian VAR
Prognoseverfahren
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14
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7
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7
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Dijk, Herman K. van
Koop, Gary
Mazzi, Gian Luigi
Koopman, Siem Jan
11
Gupta, Rangan
6
Poncela, Pilar
5
Bekiros, Stelios
4
Kiani, Khurshid M.
4
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4
Moura, Guilherme Valle
4
Proietti, Tommaso
4
Ruiz, Esther
4
Sbrana, Giacomo
4
Silvestrini, Andrea
4
Chan, Joshua
3
Choudhry, Taufiq
3
Cross, Jamie
3
Grassi, Stefano
3
Harvey, Andrew C.
3
Maneesoonthorn, Worapree
3
Martin, Gael M.
3
Oral, Emrah
3
Paccagnini, Alessia
3
Perron, Pierre
3
Poon, Aubrey
3
Snyder, Ralph D.
3
Sun, Edward W.
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2
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2
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Journal of econometrics
2
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1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
2
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
3
Euromind-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso
;
Marczak, Martyna
;
Mazzi, Gian Luigi
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 683-703
Persistent link: https://www.econbiz.de/10011694793
Saved in:
4
EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano
;
Proietti, Tommaso
;
Frale, Cecilia
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
Saved in:
5
A new index of financial conditions
Koop, Gary
;
Korobilis, Dimitris
- In:
European economic review : EER
71
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
Saved in:
6
A new model of trend inflation
Chan, Joshua C. C.
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 94-106
Persistent link: https://www.econbiz.de/10009715072
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