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Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan

Strachan, Rodney W. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003484038

Posterior-predictive evidence on US inflation using extended New Keynesian Phillips curve models with non-filtered data

Baştürk, Nalan; Çakmaklı, Cem; Ceyhan, S. Pinar; … - In: Journal of applied econometrics 29 (2014) 7, pp. 1164-1182

Persistent link: https://www.econbiz.de/10010492696

Predictive gains from forecast combinations using time varying model weights

Ravazzolo, Francesco (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003746745

Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income

Paap, Richard (contributor); Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001722263

On Bayesian structural inference in a Simultaneous Equation Model

Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001678732

Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation

Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 289-310

Persistent link: https://www.econbiz.de/10012806531

Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020

We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian methods to disentangle the relative importance of the common component in FHFA house price movements from state-specific shocks, over the quarterly period of 1975Q2 to 2017Q4. We...

Persistent link: https://www.econbiz.de/10012229804

Uncertainty and forecasts of U.S. recessions

Pierdzioch, Christian; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10012299545

Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370

Persistent link: https://www.econbiz.de/10011687515

The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures

Asai, Manabu; Gupta, Rangan; McAleer, Michael - 2019

Persistent link: https://www.econbiz.de/10011986953