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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012203994
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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar; Nason, James Michael - 2017 - Revised version
Persistent link: https://www.econbiz.de/10011746888
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Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.; Hsiao, Cody Y. L. - 2013
Persistent link: https://www.econbiz.de/10010211772
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Estimating a nonlinear New Keynesian model with the zero lower bound for Japan
Iiboshi, Hirokuni; Shintani, Mototsugu; Ueda, Kozo - 2018
Persistent link: https://www.econbiz.de/10012202561
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The long-run Phillips Curve is... a curve
Ascari, Guido; Bonomolo, Paolo; Haque, Qazi - 2023
Persistent link: https://www.econbiz.de/10014432088
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UK inflation forecasts since the thirteenth century
Nason, James Michael; Smith, Gregor W. - 2021
Persistent link: https://www.econbiz.de/10012585992
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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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Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224435
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Large hybrid time-varying parameter VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224555
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Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - 2020
Persistent link: https://www.econbiz.de/10012225084