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Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
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Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 195 (2016) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
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Business-cycle consumption risk and asset prices
Bandi, Federico M.; Tamoni, Andrea - In: Journal of econometrics 237 (2023) 2,3, pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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Asymmetric volatility impulse response functions
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 222 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
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Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja; Herwartz, Helmut; Kneib, Thomas - In: Journal of econometrics 214 (2020) 2, pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
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Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco; Hoogerkamp, Meindert Heres; … - In: International journal of forecasting 37 (2021) 4, pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
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Forecasting inflation and output growth with credit-card-augmented Divisia monetary aggregates
Barnett, William A.; Park, Sohee - In: Journal of forecasting 42 (2023) 2, pp. 331-346
Persistent link: https://www.econbiz.de/10014292178
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Identification of structural multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone - In: Journal of econometrics 227 (2022) 1, pp. 212-227
Persistent link: https://www.econbiz.de/10013441647