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Have standard VARs remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - 2014
Persistent link: https://www.econbiz.de/10010403081
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Have Standard VARs Remained Stable Since the Crisis?
Aastveit, Knut Are - 2015
consider parameter time variation. The earlier literature focused on whether there were sizable parameter changes in the early …
Persistent link: https://www.econbiz.de/10013023307
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Have Standard VARs Remained Stable Since the Crisis?
Aastveit, Knut Are - 2014
consider parameter time variation. The earlier literature focused on whether there were sizable parameter changes in the early …
Persistent link: https://www.econbiz.de/10013047531
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Have standard VARs remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - 2016
Persistent link: https://www.econbiz.de/10011571317
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Have standard VARS remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - In: Journal of applied econometrics 32 (2017) 5, pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
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Forecasting global equity indices using large Bayesian VARs
Huber, Florian; Krisztin, Tamás; Piribauer, Philipp - 2014
Persistent link: https://www.econbiz.de/10010480996
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Density forecasting using Bayesian global vector autoregressions with common stochastic volatility
Huber, Florian - 2014
Persistent link: https://www.econbiz.de/10010480999
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Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian - In: International journal of forecasting 32 (2016) 3, pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
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Forecasting economic activity with mixed frequency Bayesian VARs
Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - 2016
leverage a novel real-time dataset to conduct an out-of-sample forecasting exercise for U.S. real gross domestic product (GDP …
Persistent link: https://www.econbiz.de/10011485951
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Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10013277546