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Forecasting with VARMA models
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1
Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009561276
Saved in:
2
Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank
;
Song, Dongho
-
2013
Persistent link: https://www.econbiz.de/10010227274
Saved in:
3
Integration,
cointegration
and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
-
1997
Persistent link: https://www.econbiz.de/10000967507
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4
DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank
;
Sill, D. Keith
;
Kryshko, Maxym
-
2009
Persistent link: https://www.econbiz.de/10003827739
Saved in:
5
When is nonfundamentalness in VARS a real problem? : an application to news shocks
Beaudry, Paul
;
Fève, Patrick
;
Guay, Alain
;
Portier, Franck
-
2015
Persistent link: https://www.econbiz.de/10011336593
Saved in:
6
On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
-
2002
Persistent link: https://www.econbiz.de/10001683143
Saved in:
7
Non-
cointegration
and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
8
Prior selection for vector autoregressions
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
-
2012
Persistent link: https://www.econbiz.de/10009667207
Saved in:
9
Univariate v[ersu]s multivariate forecasts of GNP growth and stock returns : evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent...
Cochrane, John H.
-
1990
Persistent link: https://www.econbiz.de/10000802322
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10
Forecasting aggregate period birth rates : the time series properties of a microdynamic neoclassical model of fertility
Heckman, James J.
;
Walker, James R.
-
1989
Persistent link: https://www.econbiz.de/10000774916
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