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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - 2016
Persistent link: https://www.econbiz.de/10011450083
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Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson; Leschinski, Christian; Will, Michael - 2016
Persistent link: https://www.econbiz.de/10011474820
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Bond risk premiums at the zero lower bound
Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - 2019
Persistent link: https://www.econbiz.de/10012063987
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso - 2015
Persistent link: https://www.econbiz.de/10011387619
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A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter; Knapik, Oskar - 2017
Persistent link: https://www.econbiz.de/10011624014
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Dynamic benchmark targeting
Schlag, Karl H.; Zapechelnyuk, Andriy - 2016
Persistent link: https://www.econbiz.de/10011583391
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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - 2017
Persistent link: https://www.econbiz.de/10011587625
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Prior selection for panel vector autoregressions
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517180
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Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517181