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Dynamic model averaging and CPI inflation forecasts : a comparison between the euro area and the United States
Di Filippo, Gabriele - In: Journal of forecasting 34 (2015) 8, pp. 619-648
Persistent link: https://www.econbiz.de/10011397637
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Last night a shrinkage saved my life : economic growth, model uncertainty and correlated regressors
Hofmarcher, Paul; Crespo Cuaresma, Jesús; Grün, Bettina; … - In: Journal of forecasting 34 (2015) 2, pp. 133-144
Persistent link: https://www.econbiz.de/10011305284
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Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J. - In: Journal of forecasting 34 (2015) 6, pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
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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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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
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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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Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin - In: Journal of forecasting 35 (2016) 3, pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
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Multi-model forecasts of the West Texas intermediate crude oil spot price
Ryan, Laura; Whiting, Bronwen - In: Journal of forecasting 36 (2017) 4, pp. 395-406
Persistent link: https://www.econbiz.de/10011860454
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Forecasting with specification‐switching VARs
Hwang, Youngjin - In: Journal of forecasting 36 (2017) 5, pp. 581-596
Persistent link: https://www.econbiz.de/10011860701