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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
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Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan; Manganelli, Simone - In: Journal of applied econometrics 39 (2024) 1, pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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Macroeconomic forecasting in a multi-country context
Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, … - In: Journal of applied econometrics 37 (2022) 6, pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario; Pesaran, M. Hashem - In: Journal of applied econometrics 38 (2023) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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The shale oil revolution and the global oil supply curve
Foroni, Claudia; Stracca, Livio - In: Journal of applied econometrics 38 (2023) 3, pp. 370-387
Persistent link: https://www.econbiz.de/10014287993
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Structural break threshold VARs for predicting US recessions using the spread
Galvão, Ana Beatriz C. - In: Journal of applied econometrics 21 (2006) 4, pp. 463-487
Persistent link: https://www.econbiz.de/10003338656
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Combining forecast densities from VARs with uncertain instabilities
Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - In: Journal of applied econometrics 25 (2010) 4, pp. 621-634
Persistent link: https://www.econbiz.de/10008667470
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How quickly do forecasters incorporate news? : evidence from cross-country surveys
Isiklar, Gultekin; Lahiri, Kajal; Loungani, Prakash - In: Journal of applied econometrics 21 (2006) 6, pp. 703-725
Persistent link: https://www.econbiz.de/10003387896
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Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 30 (2015) 1, pp. 46-73
Persistent link: https://www.econbiz.de/10011327653
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VAR forecasting using Bayesian variable selection
Korobilis, Dimitris - In: Journal of applied econometrics 28 (2013) 2, pp. 204-230
Persistent link: https://www.econbiz.de/10009733338