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Conflitti, Cristina; De Mol, Christine; Giannone, Domenico - In: International journal of forecasting 31 (2015) 4, pp. 1096-1103

Persistent link: https://www.econbiz.de/10011474905

Comments on "Forecasting economic and financial variables with global VARs"

Giannone, Domenico; Reichlin, Lucrezia - In: International journal of forecasting 25 (2009) 4, pp. 684-686

Persistent link: https://www.econbiz.de/10003921271

Rejoinder to comments on forecasting economic and financial variables with global VARs

Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715

Persistent link: https://www.econbiz.de/10003921332

Editorial : Central bank forecasting

Giannone, Domenico; Kapetanios, George; McCracken, … - In: International journal of forecasting 35 (2019) 4, pp. 1561-1563

Persistent link: https://www.econbiz.de/10012305391

A large Bayesian VAR of the United States Economy

Crump, Richard K.; Eusepi, Stefano; Giannone, Domenico; … - 2021

We model the United States macroeconomic and financial sectors using a formal and unified econometric model. Through shrinkage, our Bayesian VAR provides a flexible framework for modeling the dynamics of thirty-one variables, many of which are tracked by the Federal Reserve. We show how the...

Persistent link: https://www.econbiz.de/10012613922