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A hitchhiker guide to empirical macro models
Canova, Fabio; Ferroni, Filippo - 2020
Persistent link: https://www.econbiz.de/10012321243
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Evaluating CPB's published GDP growth forecasts : a comparison with individual and pooled VAR based forecasts
Elbourne, Adam; Kranendonk, Henk C.; Luginbuhl, Rob; … - 2008
Persistent link: https://www.econbiz.de/10003767628
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Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - 2011
Persistent link: https://www.econbiz.de/10008824705
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Tactical industry allocation and model uncertainty
Ammann, Manuel (contributor); Verhofen, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674166
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Visualizing the invisible : estimating the New Keynesian output gap via a Bayesian approach
Willems, Tim - 2009
Persistent link: https://www.econbiz.de/10003874408
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Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
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Bayesian portfolio selection under a multifactor asset return model with predictive model selection
Ando, Tomohiro - In: Global business & economics review 14 (2012) 1/2, pp. 77-101
Persistent link: https://www.econbiz.de/10009489602
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Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517181
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Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517185
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Visualizing the invisible : estimating the New Keynesian output gap via a Bayesian approach
Willems, Tim - 2010
separating trend from cycle via Bayesian estimation of a New Keynesian model, augmented with an unobserved components model for …
Persistent link: https://www.econbiz.de/10011378920