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~person:"Huber, Florian"
~person:"Kilian, Lutz"
~subject:"Forecasting model"
~subject:"USA"
~subject:"Volatility"
~subject:"Yield curve"
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Forecasting model
USA
Volatility
Yield curve
VAR model
152
VAR-Modell
152
Prognoseverfahren
141
Theorie
118
Theory
118
Estimation
88
Schätzung
88
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81
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79
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70
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69
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64
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64
Welt
63
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63
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59
Estimation theory
58
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58
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43
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42
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31
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31
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26
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22
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22
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22
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20
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English
198
Author
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Huber, Florian
Kilian, Lutz
Gupta, Rangan
412
McAleer, Michael
280
Diebold, Francis X.
252
Marcellino, Massimiliano
223
Franses, Philip Hans
204
Timmermann, Allan
193
Caporale, Guglielmo Maria
183
Ravazzolo, Francesco
174
Clark, Todd E.
169
Pierdzioch, Christian
167
Koopman, Siem Jan
159
Pesaran, M. Hashem
153
Clements, Michael P.
144
Rudebusch, Glenn D.
128
Schorfheide, Frank
128
Kapetanios, George
127
Giannone, Domenico
123
Swanson, Norman R.
116
McCracken, Michael W.
115
Bollerslev, Tim
112
Hyndman, Rob J.
112
Koop, Gary
112
McMillan, David G.
111
Ma, Feng
110
Wohar, Mark E.
107
Bekaert, Geert
104
Guidolin, Massimo
104
Gil-Alaña, Luis A.
103
Hendry, David F.
103
Lahiri, Kajal
102
Chang, Chia-Lin
101
Rossi, Barbara
101
Campbell, John Y.
99
Dijk, Dick van
99
Wright, Jonathan H.
97
Ghysels, Eric
95
Favero, Carlo A.
94
Carriero, Andrea
93
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National Bureau of Economic Research
3
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1
Research Seminar in International Economics
1
University of Michigan / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
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Discussion paper / Centre for Economic Policy Research
21
Department of Economics working paper
14
Staff working paper / Bank of Canada
10
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8
CFS working paper series
7
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working papers in regional science
6
CESifo working papers
5
International finance discussion papers
5
Journal of applied econometrics
5
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4
Discussion papers / CEPR
4
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4
International economic review
4
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4
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4
Journal of econometrics
3
Journal of international money and finance
3
Strathclyde discussion papers in economics
3
Working paper series / European Central Bank
3
Working papers / University of Michigan, Department of Economics
3
Discussion paper / Tinbergen Institute
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
2
FRB International Finance Discussion Paper
2
FRB of Cleveland Working Paper
2
Focus on European economic integration
2
Macroeconomic dynamics
2
NBER Working Paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Bulletin of economic research
1
Bundesbank Series 1 Discussion Paper
1
CFS Working Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
ECB Working Paper
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ECONIS (ZBW)
198
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198
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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
General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
-
2022
Persistent link: https://www.econbiz.de/10012498662
Saved in:
3
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
4
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
5
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:
6
How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz
-
2023
Persistent link: https://www.econbiz.de/10014382788
Saved in:
7
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:
8
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
-
2021
ability to
model
outliers. In an application involving four major euro area countries, we find substantial improvements in …
Persistent link: https://www.econbiz.de/10012405305
Saved in:
9
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
-
2021
ability to
model
outliers. In an application involving four major euro area countries, we find substantial improvements in …
Persistent link: https://www.econbiz.de/10012501159
Saved in:
10
Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2021
Persistent link: https://www.econbiz.de/10012489943
Saved in:
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