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Structural dynamic factors analysis using prior information from macroeconomic theory
Bäurle, Gregor - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 136-150
Persistent link: https://www.econbiz.de/10009754017
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Fundamental problems with nonfundamental shocks
Lütkepohl, Helmut - In: Essays in nonlinear time series econometrics, (pp. 198-214). 2014
Persistent link: https://www.econbiz.de/10010385854
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Fundamental Problems with Nonfundamental Shocks
Luetkepohl, Helmut - 2012
Economic agents using information that is not incorporated in the econometric model is seen as a possible reason for why nonfundamental shocks are important in econometric models. Allowing for nonfundamental shocks in structural vector autoregressive (SVAR) analysis by considering moving average...
Persistent link: https://www.econbiz.de/10014167216
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A comparison of different short-term macroeconomic forecasting models : evidence from Armenia
Poghosyan, Karen - In: Journal of central banking theory and practice 5 (2016) 2, pp. 81-99
Persistent link: https://www.econbiz.de/10011570089
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Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko; Huber, Florian; Koop, Gary; … - 2023
Persistent link: https://www.econbiz.de/10014316040
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Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko; Huber, Florian; Koop, Gary; … - 2023
Persistent link: https://www.econbiz.de/10014295302
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Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.; Hauzenberger, Klemens - In: The econometrics journal 24 (2021) 3, pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
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A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.; Beaumont, Paul Michael - In: Empirical economics : a quarterly journal of the … 66 (2024) 4, pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
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Forecasting CEE macroeconomic dynamics using a BVAR model
Caraiani, Petre - In: Financial and macroeconomic dynamics in Central and …, (pp. 147-165). 2012
Persistent link: https://www.econbiz.de/10009729226