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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - 2016
Persistent link: https://www.econbiz.de/10011450083
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Dynamic benchmark targeting
Schlag, Karl H.; Zapechelnyuk, Andriy - 2016
Persistent link: https://www.econbiz.de/10011583391
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Prior selection for panel vector autoregressions
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517180
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Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517181
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Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517185
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Political economics of fiscal consolidations and external sovereign accidents
Achury, Carolina; Koulovatianos, Christos; Tsoukalas, John - 2016
Persistent link: https://www.econbiz.de/10011489335
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Co-movement, spillovers and excess returns in global bond markets
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10011318315
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Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario; Crosby, John; Kim, Minjoo; Zhao, Yang - 2015
Persistent link: https://www.econbiz.de/10011325736
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Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario; Crosby, John; Kim, Minjoo; Zhao, Yang - 2014
Persistent link: https://www.econbiz.de/10010430003
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On the sources of uncertainty in exchange rate predictability
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - 2014
Persistent link: https://www.econbiz.de/10010430006