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A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian; Unosson, Måns; Yang, Yukai - In: Journal of time series econometrics 12 (2020) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
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Commodity models for forecasting and policy analysis
Labys, Walter C.; Pollak, Peter K. - 1984
Persistent link: https://www.econbiz.de/10000000145
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Forecast and multiplier sensitivity analysis with respect to change of equations and submodels in dynamic systems
Elker, Johann - 1987 - Revised version
Persistent link: https://www.econbiz.de/10000335705
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Model uncertainty, the Lucas Critique and robustness in a core inflation model
Kemball-Cook, David; Levine, Paul - 1989
Persistent link: https://www.econbiz.de/10000127591
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Specifying a Bayesian vector autoregression for short-run macroeconomic forecasting with an application to Finland
Starck, Christian C. - 1991
Persistent link: https://www.econbiz.de/10000129632
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A macroeconometric forecasting model of Taiwan
Chang, Peter T. - 1980 - Authorized facs
Persistent link: https://www.econbiz.de/10000039019
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Sensitivity analysis of point forecasts in dynamic econometric models
Elker, Johann - 1986
Persistent link: https://www.econbiz.de/10000046890
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Macroeconomic activity : theory, forecasting and control ; an econometric approach
Evans, Michael Kaye - 1969
Persistent link: https://www.econbiz.de/10000048884