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Penalized estimation of panel vector autoregressive models : a panel LASSO approach

Camehl, Annika - 2019

Persistent link: https://www.econbiz.de/10012131829

Structural compressed panel VAR with stochastic volatility : a robust Bayesian model averaging procedure

Pacifico, Antonio - In: Econometrics : open access journal 10 (2022) 3, pp. 1-24

misspecificity involved in compressed regression models. Methodologically, a multicountry large structural Panel Vector … forecasting accuracy. …

Persistent link: https://www.econbiz.de/10013459503

Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model

Canova, Fabio; Ciccarelli, Matteo - 2014

We provide methods for forecasting variables and predicting turning points in panel Bayesian VARs. We specify a …. Formulas for multistep, multiunit point and average forecasts are provided. An application to the problem of forecasting the … forecasting methods is also provided …

Persistent link: https://www.econbiz.de/10014159131

Forecast combination for VARs in large N and T panels

Greenaway-McGrevy, Ryan - In: International journal of forecasting 38 (2022) 1, pp. 142-164

Persistent link: https://www.econbiz.de/10013347744

Modeling the economic impact of the COVID-19 pandemic using dynamic panel models and seemingly unrelated regressions

Vrontos, Ioannis D.; Galakis, John; Panopulu, Aikaterinē; … - In: Econometrics : open access journal 12 (2024) 2, pp. 1-26

cross-sectional dependence in the error processes. Estimation and inference for this class of panel models are based on both … pandemic's impact on the economic activity of six Euro area economies. A class of dynamic panel data models and their …

Persistent link: https://www.econbiz.de/10014636404

Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices : a reparameterized approach

Cai, Zhengzheng; Zhu, Yanli; Han, Xiaoyi - In: Economics letters 217 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013465499

Estimating the Production Function for the Brazilian Industrial Sector : A Bayesian Panel VAR Approach

Lima Filho, Roberto - 2014

panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics – PIA …

Persistent link: https://www.econbiz.de/10013059629

Estimating the production function for the Brazilian industrial sector : a Bayesian panel VAR approach

Lima Filho, Roberto Ivo da Rocha - In: Cogent business & management 9 (2022) 1, pp. 1-16

panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics …

Persistent link: https://www.econbiz.de/10014420394

Cross-country uncertainty spillovers : evidence from international survey data

Beckmann, Joscha; Davidson, Sharada Nia; Koop, Gary; … - In: Journal of international money and finance 130 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014248782

Public debt determinants : a time-varying analysis of core and peripheral Euro area countries

Di Serio, Mario - 2024

Persistent link: https://www.econbiz.de/10015047395

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