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~person:"Galvão, Ana Beatriz C."
~person:"Huber, Florian"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"VAR-Modell"
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Prognoseverfahren
VAR model
33
VAR-Modell
33
Bayes-Statistik
19
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19
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17
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11
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11
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Galvão, Ana Beatriz C.
Huber, Florian
Gupta, Rangan
20
Koop, Gary
17
Marcellino, Massimiliano
16
Carriero, Andrea
13
Pesaran, M. Hashem
12
Schuermann, Til
9
Smith, L. Vanessa
9
Clark, Todd E.
8
Giannone, Domenico
8
Mustofa Usman
8
Poon, Aubrey
8
Russel, Edwin
8
Korobilis, Dimitris
7
Lenza, Michele
7
Österholm, Pär
7
Balcilar, Mehmet
6
Clements, Michael P.
6
Kapetanios, George
6
Lahiri, Kajal
6
Foroni, Claudia
5
Garratt, Anthony
5
Mitchell, James
5
Onorante, Luca
5
Paccagnini, Alessia
5
Shi, Yanlin
5
Bekiros, Stelios
4
Crespo Cuaresma, Jesús
4
Hecq, Alain W. J.
4
Hou, Chenghan
4
Lau, Chi Keung
4
McCracken, Michael W.
4
Mumtaz, Haroon
4
Rubaszek, Michał
4
Swanson, Norman R.
4
Allen, P. G.
3
Berg, Tim Oliver
3
Chan, Joshua
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Journal of applied econometrics
5
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4
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2
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Economics letters
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International economic review
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International review of financial analysis
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ECONIS (ZBW)
17
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
4
Approximate Bayesian inference and forecasting in huge-dimensional multicountry VARs
Feldkircher, Martin
;
Huber, Florian
;
Koop, Gary
; …
- In:
International economic review
63
(
2022
)
4
,
pp. 1625-1658
Persistent link: https://www.econbiz.de/10013464691
Saved in:
5
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
6
Measuring the effects of expectations shocks
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012666895
Saved in:
7
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
8
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
9
Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian
;
Feldkircher, Martin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
Saved in:
10
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
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