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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003381781
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Priors for the long run
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2016
Persistent link: https://www.econbiz.de/10011502293
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Nowcasting
Bańbura, Marta; Giannone, Domenico; Reichlin, Lucrezia - 2010
Persistent link: https://www.econbiz.de/10003994026
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Comparing alternative predictors based on large-panel factor models
D'Agostino, Antonello; Giannone, Domenico - 2007
Persistent link: https://www.econbiz.de/10003593201
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Prior selection for vector autoregressions
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2012
Persistent link: https://www.econbiz.de/10009502334
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Now-casting and the real-time data flow
Bańbura, Marta; Giannone, Domenico; Modugno, Michele; … - 2012
Persistent link: https://www.econbiz.de/10009621906
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Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta; Giannone, Domenico; Lenza, Michele - 2014
Persistent link: https://www.econbiz.de/10010363298
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Economic predictions with big data : the illusion of sparsity
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2017
Persistent link: https://www.econbiz.de/10011735371
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Short-term forecasts of euro area GDP growth
Angelini, Elena; Camba-Méndez, Gonzalo; Giannone, Domenico - 2008
Persistent link: https://www.econbiz.de/10003705012
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Bayesian VARs with large panels
Bańbura, Marta; Giannone, Domenico; Reichlin, Lucrezia - 2007
Persistent link: https://www.econbiz.de/10003502732