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1
Forecasting with VAR models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
2
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
Saved in:
3
A tale of two major postwar business cycle episodes
Khan, Hashmat
;
Phaneuf, Louis
;
Victor, Jean Gardy
-
2020
-
revised 20 April 2020
Persistent link: https://www.econbiz.de/10012228112
Saved in:
4
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
-
2010
Persistent link: https://www.econbiz.de/10008697066
Saved in:
5
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
6
Modelling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian disturbances
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
-
2021
Persistent link: https://www.econbiz.de/10012605022
Saved in:
7
Real-time density forecasts from VARs with stochastic
volatility
Clark, Todd E.
-
2009
Persistent link: https://www.econbiz.de/10003844506
Saved in:
8
Does money growth predict inflation? : evidence from vector autoregressions using four centuries of data
Edvinsson, Rodney
;
Karlsson, Sune
;
Österholm, Pär
-
2023
estimation
methods. Specifically, we employ VAR models with drifting parameters and stochastic
volatility
which are used to …
Persistent link: https://www.econbiz.de/10014233967
Saved in:
9
From the "Great Inflation" to the "Great Moderation" in Peru : a time varying structural vector autoregressions analysis
Castillo B., Paul
;
Montoya, Jimena
;
Quineche, Ricardo
-
2016
Persistent link: https://www.econbiz.de/10011503984
Saved in:
10
Addressing COVID-19 Outliers in BVARs with stochastic
volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2021
Persistent link: https://www.econbiz.de/10012489794
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