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forecasting
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Global vector autoregressions
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prior sensitivity analysis
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Crespo-Cuaresma, Jesus
Michelsen, Claus
219
Gupta, Rangan
192
Junker, Simon
159
Fichtner, Ferdinand
158
Engerer, Hella
157
Baldi, Guido
156
Dreger, Christian
122
Peydró, José-Luis
120
Brenke, Karl
117
Rieth, Malte
107
Pierdzioch, Christian
104
Holtemöller, Oliver
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Marcellino, Massimiliano
95
Metrick, Andrew
90
Pesaran, M. Hashem
88
Schlaak, Thore
83
Dany-Knedlik, Geraldine
81
Adrian, Tobias
80
Clemens, Marius
79
McAleer, Michael
77
Pagenhardt, Laura
77
Acharya, Viral V.
75
Sornette, Didier
72
Bernanke, Ben S.
71
Bremus, Franziska
71
Gebauer, Stefan
68
Ahnert, Toni
63
Ravazzolo, Francesco
61
Zeddies, Götz
60
Koopman, Siem Jan
57
Kooths, Stefan
57
Kose, M. Ayhan
57
Anand, Kartik
56
Giannone, Domenico
56
Gornig, Martin
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Siliverstovs, Boriss
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Clark, Todd E.
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
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54th Congress of the European Regional Science Association: "Regional development & globalisation: Best practices", 26-29 August 2014, St. Petersburg, Russia
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1
Forecasting
with Bayesian Global Vector Autoregressions
Huber, Florian
;
Crespo-Cuaresma, Jesus
;
Feldkircher, Martin
-
European Regional Science Association
-
2014
priors entertained for all variables at all
forecasting
horizons. …
Persistent link: https://www.econbiz.de/10011075917
Saved in:
2
Forecasting
with Bayesian global vector autoregressive models: A comparison of priors
Huber, Florian
;
Crespo-Cuaresma, Jesus
;
Feldkircher, Martin
-
2014
priors entertained for all variables at all
forecasting
horizons. …
Persistent link: https://www.econbiz.de/10011399901
Saved in:
3
Forecasting
European GDP using self-exciting threshold autoregressive models: A warning
Crespo-Cuaresma, Jesus
-
2000
-term predictions. Due to the characteristics of the residuals, a bootstrapping method of
forecasting
was also used, yielding even …
Persistent link: https://www.econbiz.de/10010292409
Saved in:
4
Forecasting
European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning
Crespo-Cuaresma, Jesus
-
Department of Economics and Finance Research and …
-
2000
-term predictions. Due to the characteristics of the residuals, a bootstrapping method of
forecasting
was also used, yielding even …
Persistent link: https://www.econbiz.de/10005764194
Saved in:
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