Narrow search
Showing 1 - 10 of 28
Cover Image
Panel forecasts of country-level Covid-19 infections
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
Cover Image
Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
Del Negro, Marco; Schorfheide, Frank - 2007
Persistent link: https://www.econbiz.de/10003432564
Cover Image
Nowcasting
Bańbura, Marta; Giannone, Domenico; Reichlin, Lucrezia - 2010
Persistent link: https://www.econbiz.de/10003994026
Cover Image
(Un)predictability and macroeconomic stability
D'Agostino, Antonello; Giannone, Domenico; Surico, Paolo - 2007
Persistent link: https://www.econbiz.de/10003618095
Cover Image
Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003381781
Cover Image
Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
Cover Image
Priors for the long run
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2016
Persistent link: https://www.econbiz.de/10011502293
Cover Image
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2014
Persistent link: https://www.econbiz.de/10010416812
Cover Image
Tempered particle filtering
Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 210 (2019) 1, pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Cover Image
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela; Frühwirth-Schnatter, Sylvia - In: Journal of econometrics 210 (2019) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10012303379