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Globalisation and labour markets : literature review and synthesis

Greenaway, David (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001649678

Threshold and interaction effects in the openness-productivity growth relationship : the role of institutions and natural barriers

Girma, Sourafel; Henry, Michael; Kneller, Richard; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001836560

Forecasting exchange rates with a large Bayesian VAR

Carriero, Andrea; Kapetanios, George; Marcellino, … - 2008

Persistent link: https://www.econbiz.de/10003774002

Forecasting exchange rates with a large Bayesian VAR

Carriero, Andrea (contributor); … - 2008

Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate …

Persistent link: https://www.econbiz.de/10003765975

Point, interval and density forecasts of exchange rates with time-varying parameter models

Abbate, Angela; Marcellino, Massimiliano - 2016

Persistent link: https://www.econbiz.de/10011571313

Large vector autoregressions with asymmetric priors

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2015 - This draft: November 2015

We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors and time varying volatilities, even when the cross sectional dimension of the system N is particularly large. The algorithm is based on a simple triangularisation which allows to...

Persistent link: https://www.econbiz.de/10011389735