//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Marcellino, Massimiliano"
~subject:"VAR model"
~subject:"time-varying parameters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
FORECASTING: EXPECTATIONS, INT...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR model
time-varying parameters
Bayes-Statistik
2
Bayesian inference
2
Forecasting
2
Forecasting model
2
Prognoseverfahren
2
VAR-Modell
2
Bayesian VARs
1
Big Data
1
Big data
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Index
1
Index number
1
Large datasets
1
Multivariate Analyse
1
Multivariate Autoregressive Index models
1
Multivariate analysis
1
Reduced rank regressions
1
Stochastic process
1
Stochastischer Prozess
1
Structural VAR
1
Structural analysis
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Marcellino, Massimiliano
Carriero, Andrea
2
Kapetanios, George
2
Koop, Gary
2
Korobilis, Dimitris
2
Bauwens, Luc
1
Bianchi, Francesco
1
Chevillon, Guillaume
1
Chudik, Alexander
1
Clark, Todd E.
1
Dias, Gustavo Fruet
1
Grossman, Valerie
1
Inoue, Atsushi
1
Kilian, Lutz
1
Laurent, Sébastien
1
Pesaran, M. Hashem
1
Pettenuzzo, Davide
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion papers / CEPR
2
Federal Reserve Bank of Cleveland working paper series
2
Temi di discussione / Banca d'Italia
2
Bundesbank Discussion Paper
1
CEPR Discussion Papers
1
Discussion Paper Series 1
1
Discussion Paper Series 1: Economic Studies
1
Discussion paper
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Working Paper
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
2
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->