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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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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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Prior selection for vector autoregressions
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2012
Persistent link: https://www.econbiz.de/10009502334
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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