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Macroeconomic information, structural change, and the prediction of fiscal aggregates
Carriero, Andrea; Mumtaz, Haroon; Theophilopoulou, Angeliki - In: International journal of forecasting 31 (2015) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10011474102
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Structural dynamic factors analysis using prior information from macroeconomic theory
Bäurle, Gregor - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 136-150
Persistent link: https://www.econbiz.de/10009754017
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Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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Data-based priors for vector error correction models
Prüser, Jan - In: International journal of forecasting 39 (2023) 1, pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
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Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach
Wichitaksorn, Nuttanan - In: Journal of Asian economics 78 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013417223
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The impact of the United Arab Emirates' macroeconomic variables on Emirati stock market indexes
Dempere, Juan M. - In: International journal of business performance management 20 (2019) 4, pp. 330-355
Persistent link: https://www.econbiz.de/10012208941
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Forecasting Performance of an Open Economy DSGE Model
Adolfson, Malin; Linde, Jesper; Villani, Mattias - In: Econometric Reviews 26 (2007) 2-4, pp. 289-328
This paper analyzes the forecasting performance of an open economy dynamic stochastic general equilibrium (DSGE) model … model to various reduced-form forecasting models such as vector autoregressions (VARs) and vector error correction models … forecasting performance. …
Persistent link: https://www.econbiz.de/10005511885
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Fundamentals, speculation or macroeconomic conditions? : modelling and forecasting Arabica coffee prices
Crespo Cuaresma, Jesús; Hlouskova, Jaroslava; … - In: European review of agricultural economics : ERAE 45 (2018) 4, pp. 583-615
Persistent link: https://www.econbiz.de/10012244450
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Bayesian nonparametric vector autoregressive models
Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 203 (2018) 2, pp. 267-282
Persistent link: https://www.econbiz.de/10011974694
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Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.; Margaritella, Luca; Smeekes, Stephan - In: Journal of financial econometrics 21 (2023) 3, pp. 915-958
Persistent link: https://www.econbiz.de/10014314841