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Fast computation of the deviance information criterion for latent variable models
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10010244614
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012223998
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Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate - 2019
Persistent link: https://www.econbiz.de/10012224630
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Oil and fiscal policy regimes
Bjørnland, Hilde Christiane; Casarin, Roberto; … - 2021
Persistent link: https://www.econbiz.de/10012542739
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Information, data dimension and factor structure
Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009153453
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Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua; Eisenstat, Eric - 2015
Persistent link: https://www.econbiz.de/10011342411
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Boom or gloom? : examining the Dutch disease in a two-speed economy
Bjørnland, Hilde Christiane; Thorsrud, Leif Anders - 2013
Persistent link: https://www.econbiz.de/10010211765
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Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide; Ravazzolo, Francesco; Vespignani, Joaquin - 2019
Persistent link: https://www.econbiz.de/10012224686
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Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo; Wong, Benjamin; Zhong, Ze-Yu - 2023
Persistent link: https://www.econbiz.de/10014266817
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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