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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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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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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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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