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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2009
Persistent link: https://www.econbiz.de/10003877152
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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652
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Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003746745
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Model uncertainty and Bayesian model averaging in vector autoregressive processes
Strachan, Rodney W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003290434
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Bayesian model selection for a sharp null and a diffuse alternative with econometric applications
Strachan, Rodney W. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783887
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Using entropic tilting to combine BVAR forecasts with external nowcasts
Krueger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - 2014
Persistent link: https://www.econbiz.de/10010497134
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2021 - This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
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Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika - 2019
Persistent link: https://www.econbiz.de/10012131829
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2022 - This version: July 31, 2022
Persistent link: https://www.econbiz.de/10013375506