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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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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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What is on the ECB's mind? Monetary policy before and after the global financial crisis
Groß, Jonas; Zahner, Johannes - In: Journal of macroeconomics 68 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012630964
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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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Bivariate jointness measures in Bayesian Model Averaging : solving the conundrum
Hofmarcher, Paul; Crespo Cuaresma, Jesús; Grün, Bettina; … - In: Journal of macroeconomics 57 (2018), pp. 150-165
Persistent link: https://www.econbiz.de/10012127900
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Determinants of economic growth : different time different answer?
Bruns, Stephan B.; Ioannidis, John P. A. - In: Journal of macroeconomics 63 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012242543
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Bayesian forecast combination in VAR-DSGE models
Chin, Kuo-Hsuan; Li, Xue - In: Journal of macroeconomics 59 (2019), pp. 278-298
Persistent link: https://www.econbiz.de/10012245010
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Variable mismeasurement in a class of DSGE models : comment
Fair, Ray C. - In: Journal of macroeconomics 66 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012433808
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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