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Forecasting and turning-point predictions in a bayesian panel var model
Canova, Fabio - 2001
Persistent link: https://www.econbiz.de/10013423543
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2013
Persistent link: https://www.econbiz.de/10010230091
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Distilling the macroeocnomic new flow
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013
Persistent link: https://www.econbiz.de/10009723120
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Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States
Smets, Frank - 1997
Persistent link: https://www.econbiz.de/10013422405
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Structural scenario analysis with SVARs
Antolin-Diaz, Juan; Petrella, Ivan; Rubio-Remírez, … - 2018
Persistent link: https://www.econbiz.de/10011860276
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BVAR forecasts of the world economy
Artis, Michael J.; Zhang, Wenda - 1990
Persistent link: https://www.econbiz.de/10000784588
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The diversity of forecasts from macroeconomic models of the US economy
Wieland, Volker; Wolters, Maik H. - 2010
Persistent link: https://www.econbiz.de/10003994007
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Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009012118
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Data revisions are not well-behaved
Aruoba, Boragan - 2005
Persistent link: https://www.econbiz.de/10003182443