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Forecasting with medium and large Bayesian VARs

Koop, Gary - 2011

Persistent link: https://www.econbiz.de/10009231257

A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models

Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; … - 2011

Persistent link: https://www.econbiz.de/10009231265

A nonlinear time series model of El Niño

Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998

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On the effects of imposing or ignoring long memory when forecasting

Andersson, Michael K. - 1998

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Using VARs and TVP-VARs with many macroeconomic variables

Koop, Gary - 2013

Persistent link: https://www.econbiz.de/10009735892

Model switching and model averaging in time-varying parameter regression models

Belmonte, Miguel; Koop, Gary - 2013

Persistent link: https://www.econbiz.de/10009735895

Numerical aspects of Bayesian VAR-modeling

Kadiyala, K. Rao; Karlsson, Sune - 1994

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Confidence about inflation forecasts : tests of variance rationality

Batchelor, R. A.; Jonung, L. - 1989

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Forecasting inflation using dynamic model averaging

Koop, Gary; Korobilis, Dimitris - 2011

Persistent link: https://www.econbiz.de/10009231252

Solution of macromodels with Hansen-Sargent robust policies : summary and some extensions

Giordani, Paolo (contributor); Söderlind, Paul (contributor) - 2002 - [Elektronische Ressource], Rev. May 15, 2003

We summarize some methods useful in formulating and solving Hansen-Sargent robust control problems, and suggest extensions to discretion and simple rules. Matlab, Octave, and Gauss software is provided. We illustrate these extensions with applications to the term structure of interest rates, the...

Persistent link: https://www.econbiz.de/10001664234