Narrow search
Showing 1 - 10 of 28
Cover Image
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin; Haque, Qazi - 2020
Persistent link: https://www.econbiz.de/10012225075
Cover Image
A comparison of forecast performance between federal reserve staff forecasts, simple reduced-form models, and a DSGE model
Edge, Rochelle M. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003810421
Cover Image
Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco; Vahey, Shaun P. - 2010
Persistent link: https://www.econbiz.de/10003978284
Cover Image
A Bayesian model comparison for trend-cycle decompositions of output
Chan, Joshua; Grant, Angelia L. - 2015
Persistent link: https://www.econbiz.de/10011342382
Cover Image
Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas; Kapetanios, George; Price, Simon - 2012
Persistent link: https://www.econbiz.de/10009561176
Cover Image
A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009561195
Cover Image
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012223665
Cover Image
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012223998
Cover Image
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
Cover Image
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224053