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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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Jackknife model averaging
Hansen, Bruce E.; Racine, Jeffrey - In: Journal of econometrics 167 (2012) 1, pp. 38-46
Persistent link: https://www.econbiz.de/10009551447
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: International journal of forecasting 25 (2009) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
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A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo; Kohn, Robert; Dijk, Dick van - In: Journal of econometrics 137 (2007) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
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Bayesian non-parametric signal extraction for Gaussian time series
Macaro, Christian - In: Journal of econometrics 157 (2010) 2, pp. 381-395
Persistent link: https://www.econbiz.de/10008662988
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Forecasting an accumulated series based on partial accumulation II: a new Bayesian method for short series with stable seasonal patterns
Mendoza, Manuel; Alba, Enrique de - In: International journal of forecasting 22 (2006) 4, pp. 781-798
Persistent link: https://www.econbiz.de/10003385886
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DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - In: International journal of forecasting 26 (2010) 2, pp. 348-373
Persistent link: https://www.econbiz.de/10003980384
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Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
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Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models
Lima, L. M. Marangon; Popova, Elmira; Damien, Paul - In: International journal of forecasting 30 (2014) 3, pp. 464-476
Persistent link: https://www.econbiz.de/10010511556