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Volatility
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35
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Energy economics
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Finance research letters
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International journal of forecasting
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Economic modelling
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International review of financial analysis
88
Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Department of Economics working paper series
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The journal of futures markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International Journal of Energy Economics and Policy : IJEEP
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Journal of international money and finance
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ECONIS (ZBW)
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1
Measuring macroeconomic uncertainty : an application for Iran
Heybati, Reza
- In:
Iranian economic review : journal of University of Tehran
25
(
2021
)
3
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012664177
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2
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
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3
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie
;
Hou, Chenghan
;
Poon, Aubrey
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
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4
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
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5
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
6
Financial conditions and density forecasts for US output and inflation
Alessandri, Piergiorgio
;
Mumtaz, Haroon
- In:
Review of economic dynamics
24
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011847185
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7
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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8
Forecasting Value-at-Risk (VaR) in the major Asian economies
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10011888646
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9
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
10
Forecasting Peruvian macroeconomic variables with Bayesian Vector autorregressions with time-varying in the mean
Pérez Forero, Fernando
-
2021
Persistent link: https://www.econbiz.de/10012543349
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