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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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Advances in forecast evaluation
Clark, Todd E.; McCracken, Michael W. - 2011
This paper surveys recent developments in the evaluation of point forecasts. Taking West’s (2006) survey as a starting point, we briefl y cover the state of the literature as of the time of West’s writing. We then focus on recent developments, including advancements in the evaluation of...
Persistent link: https://www.econbiz.de/10009296629
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Theory, measurement, and calibration of macroeconomic models
Gomme, Paul A. (contributor); Rupert, Peter (contributor) - 2005
Persistent link: https://www.econbiz.de/10003094889
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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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Output gap, monetary policy trade-offs, and financial frictions
Furlanetto, Francesco; Gelain, Paolo; Taheri Sanjani, Marzie - 2020
Persistent link: https://www.econbiz.de/10012182754
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A new tool for robust estimation and identification of unusual data points
Garciga, Christian; Verbrugge, Randal - 2020
Persistent link: https://www.econbiz.de/10012182776
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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