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Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun; Maheu, John M. - In: Journal of applied econometrics 24 (2009) 5, pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
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Forecasting with Bayesian vector autoregressions estimated using professional forecasts
Frey, Christoph; Mokinski, Frieder - In: Journal of applied econometrics 31 (2016) 6, pp. 1083-1099
Persistent link: https://www.econbiz.de/10011686284
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Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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Have standard VARS remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - In: Journal of applied econometrics 32 (2017) 5, pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
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Evaluating point and density forecasts of DSGE models
Wolters, Maik H. - In: Journal of applied econometrics 30 (2015) 1, pp. 74-96
Persistent link: https://www.econbiz.de/10011327648
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Dating and forecasting turning points by Bayesian clustering with dynamic structure : a suggestion with an application to Austrian data
Kaufmann, Sylvia - In: Journal of applied econometrics 25 (2010) 2, pp. 309-344
Persistent link: https://www.econbiz.de/10008667598
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Evaluating real-time VAR forecasts with an informative democratic prior
Wright, Jonathan H. - In: Journal of applied econometrics 28 (2013) 5, pp. 762-776
Persistent link: https://www.econbiz.de/10010351101
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Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku; Luoma, Arto; Luoto, Jani - In: Journal of applied econometrics 27 (2012) 5, pp. 812-830
Persistent link: https://www.econbiz.de/10010219731
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A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte; Schmeling, Maik; Schrimpf, Andreas - In: Journal of applied econometrics 27 (2012) 6, pp. 956-977
Persistent link: https://www.econbiz.de/10010219745