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~person:"Giannone, Domenico"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"VAR model"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"VARMA model"
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Giannone, Domenico
Gupta, Rangan
74
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44
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34
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32
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29
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28
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25
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24
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23
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22
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21
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20
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19
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19
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18
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17
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17
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17
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17
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16
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15
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15
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15
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15
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15
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15
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14
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14
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14
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14
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14
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13
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13
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13
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13
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13
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1
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ECONIS (ZBW)
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1
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo
;
Giannone, Domenico
;
Lenza, Michele
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 500-519
Persistent link: https://www.econbiz.de/10013464909
Saved in:
2
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta
;
Giannone, Domenico
;
Lenza, Michele
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 739-756
Persistent link: https://www.econbiz.de/10011474544
Saved in:
3
Prior selection for vector autoregressions
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
- In:
The review of economics and statistics
97
(
2015
)
2
,
pp. 436-451
Persistent link: https://www.econbiz.de/10011333148
Saved in:
4
Comments on "Short-term inflation projections : a Bayesian vector autoregressive approach"
Schumacher, Christian
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 645-647
Persistent link: https://www.econbiz.de/10010514781
Saved in:
5
Short-term inflation projections : a Bayesian vector autoregressive approach
Giannone, Domenico
;
Lenza, Michele
;
Momferatou, Daphne
; …
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 635-644
Persistent link: https://www.econbiz.de/10010514782
Saved in:
6
Macroeconomic forecasting and structural change
D'Agostino, Antonello
;
Gambetti, Luca
;
Giannone, Domenico
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 82-101
Persistent link: https://www.econbiz.de/10009733361
Saved in:
7
Opening the black box: structural factor models with large cross sections
Forni, Mario
;
Giannone, Domenico
;
Lippi, Marco
; …
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1319-1347
Persistent link: https://www.econbiz.de/10003885772
Saved in:
8
Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
Saved in:
9
Rejoinder to comments on forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
;
Schuermann, Til
;
Smith, L. Vanessa
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 703-715
Persistent link: https://www.econbiz.de/10003921332
Saved in:
10
Explaining the great moderation : it is not the shocks
Giannone, Domenico
;
Lenza, Michele
;
Reichlin, Lucrezia
- In:
Journal of the European Economic Association
6
(
2008
)
2/3
,
pp. 621-633
Persistent link: https://www.econbiz.de/10003725649
Saved in:
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