Narrow search
Showing 1 - 10 of 69
Cover Image
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: International journal of forecasting 25 (2009) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Cover Image
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis … produces systematically better forecasts than a random walk for most of the countries, and at any forecast horizon, including …
Persistent link: https://www.econbiz.de/10003765975
Cover Image
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003787656
Cover Image
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2008
Persistent link: https://www.econbiz.de/10003774002
Cover Image
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2009
Persistent link: https://www.econbiz.de/10003887159
Cover Image
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2009
Persistent link: https://www.econbiz.de/10003897081
Cover Image
A comparison of methods for the construction of composite coincident and leading indexes for the UK
Carriero, Andrea; Marcellino, Massimiliano - In: International journal of forecasting 23 (2007) 2, pp. 219-236
Persistent link: https://www.econbiz.de/10003483785
Cover Image
A comparison of methods for the construction of composite coincident and leading indexes for the UK
Carriero, Andrea (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428568
Cover Image
A Bayesian framework for the expectations hypothesis. : How to extract additional information from the term structure of interest rates
Carriero, Andrea (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428576
Cover Image
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2010
Persistent link: https://www.econbiz.de/10003976662