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Time-varying trend models for forecasting inflation in Australia
Guo, Na; Zhang, Bo; Cross, Jamie - In: Journal of forecasting 41 (2022) 2, pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
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Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael - In: Journal of forecasting 43 (2024) 3, pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär - In: Journal of forecasting 42 (2023) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
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Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan; Nguyen, Bao; Zhang, Bo - In: Journal of forecasting 42 (2023) 2, pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
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Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu; García-Enríquez, Javier - In: Journal of forecasting 41 (2022) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
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Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier; Jabeur, Sami Ben; Khalfaoui, Rabeh; … - In: Journal of forecasting 42 (2023) 8, pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
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Can consumer sentiment and its components forecast Australian GDP and consumption?
Chua, Chew Lian; Tsiaplias, Sarantis - In: Journal of forecasting 28 (2009) 8, pp. 698-711
Persistent link: https://www.econbiz.de/10003918206
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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1/2, pp. 251-269
Persistent link: https://www.econbiz.de/10003951847
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Forecast combination and Bayesian model averaging : a prior sensitivity analysis
Feldkircher, Martin - In: Journal of forecasting 31 (2012) 4, pp. 361-376
Persistent link: https://www.econbiz.de/10009576368