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Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 35 (2019) 2, pp. 616-633

Persistent link: https://www.econbiz.de/10012300705

Macroeconomic forecasting for Australia using a large number of predictors

Jiang, Bin; Athanasopoulos, George; Hyndman, Rob J.; … - 2016

Persistent link: https://www.econbiz.de/10011781960

Estimating the effects of monetary policy in Australia using sign-restricted structural vector autoregressions

Read, Matthew - 2022

Persistent link: https://www.econbiz.de/10014317969

Estimating and correcting the effects of model selection uncertainty

Nguefack-Tsague, Georges - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003326384

Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models

Kriwoluzky, Alexander (contributor) - 2008

This paper shows how to identify the structural shocks of a Vector Autore-gression (VAR) while at the same time estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data generating process. It proposes a framework to estimate the parameters of the...

Persistent link: https://www.econbiz.de/10003770807

The empirical analysis of exchange rate regimes and nonlinear econometrics

Winschel, Viktor - 2005

Persistent link: https://www.econbiz.de/10003300833

Bayesian prior elicitation in DSGE models: Macro- vs micropriors

Lombardi, Marco; Nicoletti, Giulio - In: Journal of economic dynamics & control 36 (2012) 2, pp. 294-313

Persistent link: https://www.econbiz.de/10009489608

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

Solving and estimating linearized DSGE models with VARMA shock processes and filtered data

Meyer-Gohde, Alexander; Neuhoff, Daniel - In: Economics letters 133 (2015), pp. 89-91

Persistent link: https://www.econbiz.de/10011432004

Estimating a DSGE model for Japan in a data-rich environment

Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; Namba, Ryoichi; … - In: Journal of the Japanese and international economies : … 36 (2015), pp. 25-55

Persistent link: https://www.econbiz.de/10011380592

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