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Real-time forecasting of the Australian macroeconomy using flexible bayesian VARs
Zhang, Bo; Bao Hoang Nguyen - 2020
Persistent link: https://www.econbiz.de/10012317113
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Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo; Bao Hoang Nguyen - 2020
Persistent link: https://www.econbiz.de/10012533936
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Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan; Nguyen, Bao; Zhang, Bo - In: Journal of forecasting 42 (2023) 2, pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
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International macroeconomic fluctuations
Kim, So-yŏng; Yi, Chae-u - In: Macroeconomic dynamics 19 (2015) 7, pp. 1509-1539
Persistent link: https://www.econbiz.de/10011515358
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Cross-country evidence on the relation between equity prices and the current account
Berg, Tim Oliver - 2009
This paper explores the relationship between equity prices and the current account for 17 industrialized countries in the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those originating from monetary policy and exchange rates. While...
Persistent link: https://www.econbiz.de/10010384487
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Macro-driven VaR forecasts : from very high to very low-frequency data
Dominicy, Yves; Vander Elst, Harry - 2015
Persistent link: https://www.econbiz.de/10011628481
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The importance of time‐varying volatility and country interactions in forecasting economic activity
Trypsteen, Steven - In: Journal of forecasting 36 (2017) 6, pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
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The implied-realized volatility relation with jumps in underlying asset prices
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - 2005
Persistent link: https://www.econbiz.de/10002670536
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The implied-realized volatility relation with jumps in underlying asset prices
Christensen, Bent Jesper (contributor);  … - 2005
volatility when forecasting subsequently realized return volatility, and it appears to be an unbiased forecast. Furthermore …
Persistent link: https://www.econbiz.de/10003795292
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Forecasting value-at-risk using high-frequency information
Huang, Huiyu; Lee, Tae-hwy - In: Econometrics : open access journal 1 (2013) 1, pp. 127-140
frequency information into one model. We consider subsample averaging, bootstrap averaging, forecast averaging methods for the … the averaging methods (subsample averaging, bootstrap averaging, forecast averaging), which serve as different ways of …
Persistent link: https://www.econbiz.de/10009776365