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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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Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - In: Journal of applied econometrics 31 (2016) 2, pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
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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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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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General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - In: Journal of applied econometrics 38 (2023) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
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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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The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik; Heinen, Florian; Sibbertsen, Philipp - In: Journal of applied econometrics 29 (2014) 5, pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
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Limited information estimation and evaluation of DSGE models
Fukač, Martin; Pagan, Adrian R. - In: Journal of applied econometrics 25 (2010) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10008666815
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Priors and posterior computation in linear endogenous variable models with imperfect instruments
Chan, Joshua; Tobias, Justin L. - In: Journal of applied econometrics 30 (2015) 4, pp. 650-674
Persistent link: https://www.econbiz.de/10011332855
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - In: Journal of applied econometrics 37 (2022) 3, pp. 583-602
Persistent link: https://www.econbiz.de/10013186701