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Forecasting performance of the small-scale hybrid New Keynesian model
Antipin, Jan-Erik (contributor); Luoto, Jani (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769068
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Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley - In: Statistical modelling and regression structures : …, (pp. 353-376). 2010
Persistent link: https://www.econbiz.de/10003964500
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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
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Forecasting the Australian economy with DSGE and BVAR models
Langcake, Sean; Robinson, Tim - In: Applied economics 50 (2018) 3, pp. 251-267
Persistent link: https://www.econbiz.de/10011846812
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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
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Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo; Bao Hoang Nguyen - 2020
Persistent link: https://www.econbiz.de/10012533936
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Real-time forecasting of the Australian macroeconomy using flexible bayesian VARs
Zhang, Bo; Bao Hoang Nguyen - 2020
Persistent link: https://www.econbiz.de/10012317113
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Real-time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs
Zhang, Bo; Nguyen, Bao H. - 2020
This paper evaluates the real-time forecast performance of alternative Bayesian Vector Autoregressive (VAR) models for the Australian macroeconomy. To this end, we construct an updated vintage database and estimate a set of model specifications with different covariance structures. The results...
Persistent link: https://www.econbiz.de/10014091639
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Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan; Nguyen, Bao; Zhang, Bo - In: Journal of forecasting 42 (2023) 2, pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
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A statistical evaluation of GAP's forecasting performance for the Albanian economy
Papavangjeli, Meri; Rama, Arlind - 2018
Persistent link: https://www.econbiz.de/10011854867