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Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor - 2009
Persistent link: https://www.econbiz.de/10003919869
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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The PPP puzzle : what the data tell when allowed to speak freely
Jusélius, Katarina (contributor) - 2007
Persistent link: https://www.econbiz.de/10003603877
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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003603883
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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.; Johansen, Søren; Jusélius, Katarina - In: The American economic review 98 (2008) 2, pp. 251-255
Persistent link: https://www.econbiz.de/10003730164
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019
Persistent link: https://www.econbiz.de/10012316908
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - In: Energy economics 96 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
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Recessions as breadwinner for forecasters state-dependent evaluation of predictive ability : evidence from big macroeconomic US data
Siliverstovs, Boriss; Wochner, Daniel - 2019
This article re-examines the findings of Stock and Watson (2012b) who assessed the predictive performance of dynamic factor models (DFM) over autoregressive (AR) bench-marks for hundreds of target variables by focusing on possible business cycle performance asymmetries in the spirit of Chauvet...
Persistent link: https://www.econbiz.de/10012117679
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Combining forecast densities from VARs with uncertain instabilities
Jore, Anne Sofie (contributor); Mitchell, James (contributor) - 2008
Persistent link: https://www.econbiz.de/10003786844
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Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro; Kunst, Robert M. - 2009
Persistent link: https://www.econbiz.de/10003931025