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Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit; Wong, Benjamin - 2014
Persistent link: https://www.econbiz.de/10011341994
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Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua; Eisenstat, Eric; Hou, Chenghan; Koop, Gary - 2018
Persistent link: https://www.econbiz.de/10012202274
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Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - 2018
Persistent link: https://www.econbiz.de/10012202336
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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie L. - 2018
Persistent link: https://www.econbiz.de/10012202537
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Time varying cointegration and the UK great ratios
Kapetanios, George; Millard, Stephen Patrick; Petrova, … - 2018
Persistent link: https://www.econbiz.de/10012203995
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Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012224001
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Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224053
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Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224435
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Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide; Ravazzolo, Francesco; Vespignani, Joaquin - 2019
Persistent link: https://www.econbiz.de/10012224686
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Common factors and the dynamics of cereal prices : a forecasting perspective
Kwas, Marek; Paccagnini, Alessia; Rubaszek, Michal - 2020
Persistent link: https://www.econbiz.de/10012225217