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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009008157
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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867318
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Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003960556
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Markov-switching MIDAS models
Guérin, Pierre; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10008935686
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Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut - 2010
Persistent link: https://www.econbiz.de/10003960209
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Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009405401
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Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios - 2011
Persistent link: https://www.econbiz.de/10009238617
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Pooling versus model selection for nowcasting with many predictors : an application to German GDP
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10003826917
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MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10003897086