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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

Heterogeneity and aggregate fluctuations

Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021

Persistent link: https://www.econbiz.de/10012618274

Inducing sparsity and shrinkage in time-varying parameter models

Huber, Florian; Koop, Gary; Onorante, Luca - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 669-683

Persistent link: https://www.econbiz.de/10012588006

Bayesian comparison of production function-based and time-series GDP models

Osiewalski, Jacek; Wróblewska, Justyna; Makieła, Kamil - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1355-1380

Persistent link: https://www.econbiz.de/10012219593

Time-varying parameter four-equation DSGE model

Gupta, Rangan; Sun, Xiaojin - 2022

Persistent link: https://www.econbiz.de/10013341328

Bayesian rank selection in multivariate regression

Jiang, Bin; Panagiotelis, Anastasios; Athanasopoulos, George - 2016

Persistent link: https://www.econbiz.de/10011781655

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

Estimation and forecasting using mixed-frequency DSGE models

Meyer-Gohde, Alexander; Shabalina, Ekaterina - 2022

higher frequency auxiliary data only for forecasting (see Giannone, Monti and Reichlin (2016)). The second method transforms … our method substantially decreases forecasting errors for recessions, but casting the model in a monthly frequency …

Persistent link: https://www.econbiz.de/10013465707

Zero-diagonality as a linear structure

Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012510901

Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models

Calero, Roberto; Rodriguez, Gabriel; Salcedo Cisneros, … - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273080

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