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~person:"Koop, Gary"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~type:"book"
~type_genre:"Graue Literatur"
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Search: subject_exact:"VARMA model"
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Cointegration
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VAR model
39
VAR-Modell
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32
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25
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Koop, Gary
Lütkepohl, Helmut
54
Marcellino, Massimiliano
51
Pesaran, M. Hashem
41
Mumtaz, Haroon
35
Clark, Todd E.
28
Carriero, Andrea
27
Gambetti, Luca
26
Johansen, Søren
26
Theodoridis, Konstantinos
26
Huber, Florian
22
Nielsen, Morten Ørregaard
21
Forni, Mario
20
Castelnuovo, Efrem
18
Chudik, Alexander
17
Giannone, Domenico
16
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16
Saikkonen, Pentti
16
Sala, Luca
16
Jusélius, Katarina
15
Kilian, Lutz
15
Korobilis, Dimitris
15
Schorfheide, Frank
15
Trenkler, Carsten
15
Belke, Ansgar
14
Benati, Luca
14
Mitchell, James
14
Chan, Joshua
13
Hecq, Alain W. J.
13
Ricco, Giovanni
13
Rubio-Ramírez, Juan Francisco
13
Smith, L. Vanessa
13
Warne, Anders
13
Caggiano, Giovanni
12
Gottschalk, Jan
12
Guillén, Osmani Teixeira de Carvalho
12
Pfarrhofer, Michael
12
Assenmacher-Wesche, Katrin
11
Issler, João Victor
11
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5
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1
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Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia
;
Hou, Chenghan
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316038
Saved in:
2
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
3
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
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
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
Saved in:
6
Reconciled estimates of monthly GDP in the US
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10012822269
Saved in:
7
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10013277546
Saved in:
8
Nowcasting "true" monthly US GDP during the pandemic
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012585908
Saved in:
9
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
10
Nowcasting "true" monthly US GDP during the pandemic
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10013189780
Saved in:
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