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Priors for the Long Run
Giannone, Domenico - 2018
priors can be naturally elicited using economic theory, which provides guidance on the joint dynamics of macroeconomic time …
Persistent link: https://www.econbiz.de/10012926335
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Short-term inflation projections : a Bayesian vector autoregressive approach
Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International journal of forecasting 30 (2014) 3, pp. 635-644
Persistent link: https://www.econbiz.de/10010514782
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Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
De Mol, Christine (contributor);  … - 2006
This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large panels of time series. We show that, empirically, these forecasts are highly correlated with principal component forecasts and that they perform equally well for a wide range...
Persistent link: https://www.econbiz.de/10003380561
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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003381781
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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
De Mol, Christine (contributor);  … - 2006
This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large panels of time series. We show that, empirically, these forecasts are highly correlated with principal component forecasts and that they perform equally well for a wide range...
Persistent link: https://www.econbiz.de/10003397990
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Priors for the long run
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2016
Persistent link: https://www.econbiz.de/10011502293
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Priors for the long run
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2017
). These priors can be naturally elicited using economic theory, which provides guidance on the joint dynamics of macroeconomic …
Persistent link: https://www.econbiz.de/10011754400
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Priors for the long run
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2018
priors can be naturally elicited using economic theory, which provides guidance on the joint dynamics of macroeconomic time …
Persistent link: https://www.econbiz.de/10011802148
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Forecasting Using a Large Number of Predictors : Is Bayesian Regression a Valid Alternative to Principal Components?
De Mol, Christine - 2016
Persistent link: https://www.econbiz.de/10012991173
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Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2021
Persistent link: https://www.econbiz.de/10012484579