Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"VAR model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Averaging forecasts from VARs...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR model
Forecasting model
197
Prognoseverfahren
197
Theorie
121
Theory
121
VAR-Modell
71
Bayes-Statistik
55
Bayesian inference
55
Schätzung
50
USA
50
United States
50
Estimation
49
Economic forecast
46
Wirtschaftsprognose
46
Statistical test
39
Statistischer Test
39
Time series analysis
39
Zeitreihenanalyse
39
Volatility
37
Volatilität
37
Estimation theory
32
Inflation
32
Forecasting
31
Schätztheorie
31
Frühindikator
28
Leading indicator
28
Stochastic process
28
Stochastischer Prozess
28
Stochastic volatility
24
Risiko
22
Risk
22
Economic forecasting
21
Monetary policy
20
Causality analysis
19
Kausalanalyse
19
Business cycle
18
Konjunktur
18
Geldpolitik
15
forecasting
15
Stochastische Volatilität
14
more ...
less ...
Online availability
All
Free
46
Undetermined
19
Type of publication
All
Book / Working Paper
56
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
40
Working Paper
40
Graue Literatur
38
Non-commercial literature
38
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
71
Author
All
Clark, Todd E.
65
Carriero, Andrea
41
Marcellino, Massimiliano
36
McCracken, Michael W.
21
Mertens, Elmar
9
Marcellino, Massimiliano Giuseppe
7
Aastveit, Knut Are
6
Bai, Yu
3
Banternghansa, Chanont
3
Davig, Troy
3
Huber, Florian
2
Koop, Gary
2
Pfarrhofer, Michael
2
Sekhposyan, Tatevik
2
Bognanni, Mark
1
Gordon, Matthew V.
1
McElroy, Tucker
1
Owyang, Michael
1
Owyang, Michael T.
1
Zaman, Saeed
1
more ...
less ...
Published in...
All
Federal Reserve Bank of Cleveland working paper series
14
FRB of Cleveland Working Paper
7
Discussion papers / CEPR
6
Working paper
6
Journal of applied econometrics
5
Discussion paper / Centre for Economic Policy Research
4
Research working papers / Federal Reserve Bank of Kansas City
4
Journal of econometrics
3
Discussion paper
2
FRB of St. Louis Working Paper
2
Finance and economics discussion series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Deutsche Bundesbank Discussion Paper
1
EUI working paper / ECO
1
Econometric reviews
1
FEDS Working Paper
1
FRB St. Louis Working Paper
1
FRB of Kansas City Paper
1
FRB of Kansas City Working Paper
1
Journal of economic dynamics & control
1
Norges Bank Working Paper 13 | 2014
1
Review / Federal Reserve Bank of St. Louis
1
The review of economics and statistics
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluating conditional forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
-
2014
Persistent link: https://www.econbiz.de/10010423516
Saved in:
2
Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
Saved in:
3
Forecasting with small macroeconomic VARs in the presence of instabilities
Clark, Todd E.
;
McCracken, Michael W.
-
2007
Persistent link: https://www.econbiz.de/10003827254
Saved in:
4
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
-
2007
Persistent link: https://www.econbiz.de/10003827262
Saved in:
5
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
6
Evaluating the accuracy of forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 117-168)
.
2013
Persistent link: https://www.econbiz.de/10010252336
Saved in:
7
Evaluating conditional forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
-
2014
Persistent link: https://www.econbiz.de/10010412910
Saved in:
8
Evaluating the accuracy of forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
-
2013
Persistent link: https://www.econbiz.de/10009722028
Saved in:
9
Forecasting with small macroeconomic VARs in the presence of instabilities
Clark, Todd E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003736187
Saved in:
10
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003736216
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
