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Anchoring long-term var foreca...
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USA
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79
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55
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55
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54
Koopman, Siem Jan
54
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48
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46
Miller, Stephen M.
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42
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41
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38
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37
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36
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31
Schorfheide, Frank
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Rossi, Barbara
28
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Applied economics
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International journal of forecasting
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Economics letters
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NBER working paper series
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Journal of economics & business
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The American economic review
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American journal of agricultural economics
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Energy economics
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Applied economics letters
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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EconStor
416
USB Cologne (EcoSocSci)
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RePEc
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1
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios
;
Paccagnini, Alessia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
Saved in:
2
Real-time US GDP gap properties using Hamilton’s regression-based filter
Jönsson, Kristian
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 307-314
Persistent link: https://www.econbiz.de/10012253213
Saved in:
3
Dimensionality Reduction and State Space Systems : Forecasting the US Treasury Yields Using Frequentist and Bayesian VARs
Joshi, Sudiksha
-
2021
Using a state-space system, I forecasted the US Treasury yields by employing frequentist and Bayesian methods after first decomposing the yields of varying maturities into its unobserved term structure factors. Then, I exploited the structure of the state-space model to forecast the Treasury...
Persistent link: https://www.econbiz.de/10013217568
Saved in:
4
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession
Österholm, Pär
- In:
Journal of macroeconomics
34
(
2012
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10009624475
Saved in:
5
A new time-varying parameter autoregressive model for U.S.
inflation
expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
6
Forecasting with vector autoregressive models of data vintages : US output growth and
inflation
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
Saved in:
7
Actual and expected
inflation
in the U.S. : a time-frequency view
Xu, Yingying
;
Liu, Zhixin
;
Ortiz, Jaime
- In:
Romanian journal of economic forecasting
21
(
2018
)
1
,
pp. 42-62
Persistent link: https://www.econbiz.de/10012019816
Saved in:
8
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
9
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
10
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
inflation
. -- Path forecast ; forecast uncertainty ; simultaneous confidence region ; Scheffé’s S-method ; Mahalanobis distance …
Persistent link: https://www.econbiz.de/10003962215
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