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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012223665
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Switching cost models as hypothesis tests
Cohen, Samuel N.; Henckel, Timo; Menzies, Gordon Douglas; … - 2018
Persistent link: https://www.econbiz.de/10012202573
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Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco; Vahey, Shaun P. - 2010
Persistent link: https://www.econbiz.de/10003978284
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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar; Nason, James Michael - 2015
Persistent link: https://www.econbiz.de/10011341627
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Modelling inflation volatility
Eisenstat, Eric; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10011341971
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An estimated DSGE model with a deflation steady state
Hirose, Yasuo - 2014
Persistent link: https://www.econbiz.de/10011341988
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Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10011341989
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Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg; Eickmeier, Sandra - 2014
Persistent link: https://www.econbiz.de/10011341997
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Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua; Eisenstat, Eric - 2015
Persistent link: https://www.econbiz.de/10011342381
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A Bayesian model comparison for trend-cycle decompositions of output
Chan, Joshua; Grant, Angelia L. - 2015
Persistent link: https://www.econbiz.de/10011342382