Narrow search
Showing 1 - 10 of 12
Cover Image
Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - 2016
Persistent link: https://www.econbiz.de/10011450083
Cover Image
Dynamic benchmark targeting
Schlag, Karl H.; Zapechelnyuk, Andriy - 2016
Persistent link: https://www.econbiz.de/10011583391
Cover Image
Prior selection for panel vector autoregressions
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517180
Cover Image
Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517181
Cover Image
Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517185
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Data-based priors for vector autoregressions with drifting coefficients
Korobilis, Dimitris - 2014
Persistent link: https://www.econbiz.de/10010346569
Cover Image
Exchange rate predictability in a changing world
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - 2014
Persistent link: https://www.econbiz.de/10010346571