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1
Bayesian variable selection for nowcasting economic time series
Scott, Steven L.
;
Varian, Hal R.
-
2013
Persistent link: https://www.econbiz.de/10010205275
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2
DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank
;
Sill, D. Keith
;
Kryshko, Maxym
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2009
Persistent link: https://www.econbiz.de/10003827739
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3
Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay
;
Tamayo, Ane
-
2001
Persistent link: https://www.econbiz.de/10001632875
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4
Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank
;
Song, Dongho
;
Yaron, Amir
-
2014
Persistent link: https://www.econbiz.de/10010392642
Saved in:
5
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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6
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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7
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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8
Measuring short-run inflation for central bankers
Cecchetti, Stephen G.
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1996
Persistent link: https://www.econbiz.de/10000609247
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9
Diffusion indexes
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000674170
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10
Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank
;
Song, Dongho
-
2013
Persistent link: https://www.econbiz.de/10010227274
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