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Forecasting with dimension switching VARs

Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290

Persistent link: https://www.econbiz.de/10010510910

Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models

Lima, L. M. Marangon; Popova, Elmira; Damien, Paul - In: International journal of forecasting 30 (2014) 3, pp. 464-476

Persistent link: https://www.econbiz.de/10010511556

A new index of financial conditions

Koop, Gary; Korobilis, Dimitris - In: European economic review : EER 71 (2014), pp. 101-116

Persistent link: https://www.econbiz.de/10010512275

Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data

Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - 2015

The main goal of the article is to investigate forecasting quality of two approaches to modelling main macroeconomic variables without a priori assumptions concerning causality and generate forecasts without additional assumptions regarding regressors. With application of tendency survey data...

Persistent link: https://www.econbiz.de/10010512536

Short-term inflation projections : a Bayesian vector autoregressive approach

Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International journal of forecasting 30 (2014) 3, pp. 635-644

Persistent link: https://www.econbiz.de/10010514782

Professional forecasters and real-time forecasting with a DSGE model

Smets, Frank; Warne, Anders; Wouters, Rafael - In: International journal of forecasting 30 (2014) 4, pp. 981-995

Persistent link: https://www.econbiz.de/10010517773

Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models

Zhou, Xiaocong; Nakajima, Jouchi; West, Mike - In: International journal of forecasting 30 (2014) 4, pp. 963-980

Persistent link: https://www.econbiz.de/10010517774

Evaluating forecasts of political conflict dynamics

Brandt, Patrick T.; Freeman, John R.; Schrodt, Philip A. - In: International journal of forecasting 30 (2014) 4, pp. 944-962

Persistent link: https://www.econbiz.de/10010517775

Do we need a global VAR model to forecast inflation and output in South Africa?

Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670

Persistent link: https://www.econbiz.de/10010519635

Signal diffusion mapping : optimal forecasting with time-varying lags

Gaskell, Paul; McGroarty, Frank; Tiropanis, Thanassis - In: Journal of forecasting 35 (2016) 1, pp. 70-85

Persistent link: https://www.econbiz.de/10011417716