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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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Structural scenario analysis with SVARs
Antolin-Diaz, Juan; Petrella, Ivan; Rubio-Remírez, … - 2018
Persistent link: https://www.econbiz.de/10011860276
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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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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2008
Persistent link: https://www.econbiz.de/10003774002
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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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Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2009
Persistent link: https://www.econbiz.de/10003887159
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Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2010
Persistent link: https://www.econbiz.de/10003976662
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Have standard VARs remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - 2016
Persistent link: https://www.econbiz.de/10011571317
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Forecasting with factor-augmendted error correction models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2010
Persistent link: https://www.econbiz.de/10003948826
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Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10008989492