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Forecasting Exchange Rates wit...
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RePEc
13,046
ECONIS (ZBW)
1,649
BASE
236
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1
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date (newest first)
date (oldest first)
1
Forecasting
Exchange Rates with a Large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
C.E.P.R. Discussion Papers
-
2008
Models based on economic theory have serious problems at
forecasting
exchange rates better than simple univariate …
forecasting
. In addition, we adopt a driftless random walk prior, so that cross-dynamics matter for
forecasting
only if there is …
Persistent link: https://www.econbiz.de/10005789104
Saved in:
2
Forecasting
euro exchange rates: How much does model averaging help?
Cuaresma, Jesus Crespo
-
Institut für Finanzwissenschaft, Fakultät für …
. While the
forecasting
error of the combined forecast tends to be systematically smaller than that of the individual model …
Persistent link: https://www.econbiz.de/10005581167
Saved in:
3
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
Norges Bank
-
2014
Small or medium-scale VARs are commonly used in applied macroeconomics for
forecasting
and evaluating the shock …
forecasting
context. While none of the methods clearly emerges as best, some techniques turn out to be useful to improve the …
forecasting
performance. …
Persistent link: https://www.econbiz.de/10010905649
Saved in:
4
Real-time
forecasting
in a data-rich environment
LIEBERMANN, JOELLE
-
Volkswirtschaftliche Fakultät, …
-
2012
forecasting
one-month ahead, especially with Bayesian VARs. Furthermore, for both real and nominal variables, the direct pooling …
Persistent link: https://www.econbiz.de/10011259073
Saved in:
5
Large Bayesian VARs
Giannone, Domenico
;
Reichlin, Lucrezia
;
Banbura, Martha
-
European Centre for Advanced Research in Economics and …
-
2008
to the cross-sectional dimension, the
forecasting
performance of small monetary VARs can be improved by adding additional …
Persistent link: https://www.econbiz.de/10005248367
Saved in:
6
Forecasting
in vector autoregressions with many predictors
Korobilis, Dimitris
-
Volkswirtschaftliche Fakultät, …
-
2008
This paper addresses the issue of improving the
forecasting
performance of vector autoregressions (VARs) when the set …
Persistent link: https://www.econbiz.de/10008592950
Saved in:
7
Un Gran VAR Bayesiano para la Economia Chilena
González, Wildo
- In:
Revista de Analisis Economico – Economic Analysis Review
27
(
2012
)
2
,
pp. 75-119
sample (bayesian shrinkage), the
forecasting
performance of a VAR can be improved by adding macroeconomic variables and …
Persistent link: https://www.econbiz.de/10010748294
Saved in:
8
Forecasting
Indian Macroeconomic Variables Using Medium-Scale VAR Models
Aye, Goodness C.
;
Dua, Pami
;
Gupta, Rangan
-
Department of Economics, Faculty of Economic and …
-
2013
This paper evaluates the performance of 11 vector autoregressive models in
forecasting
15 macroeconomic variables for …
Persistent link: https://www.econbiz.de/10010686906
Saved in:
9
Real-time
forecasting
in a data-rich environment
Liebermann, Joelle
-
Central Bank of Ireland
-
2012
is known to be hard to forecast, but by exploiting timely information one obtains gains at nowcasting and
forecasting
one …
Persistent link: https://www.econbiz.de/10011148706
Saved in:
10
Have Standard VARs Remained Stable since the Crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd
; …
-
Federal Reserve Bank of Cleveland
-
2014
Small or medium-scale VARs are commonly used in applied macroeconomics for
forecasting
and evaluating the shock … instability in a
forecasting
context. While none of the methods clearly emerges as best, some techniques turn out to be useful to … improve the
forecasting
performance. …
Persistent link: https://www.econbiz.de/10011114925
Saved in:
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