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On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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Forecasting VaR and ES using dynamic conditional score models and skew Student distribution
Gao, Chun-Ting; Zhou, Xiao-Hua - In: Economic modelling 53 (2016), pp. 216-223
Persistent link: https://www.econbiz.de/10011641009
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Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian - In: International journal of forecasting 32 (2016) 3, pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
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Anticipating business-cycle turning points in real time using density forecasts from a VAR
Schreiber, Sven; Soldatenkova, Natalia - In: Journal of macroeconomics 47 (2016), pp. 166-187
Persistent link: https://www.econbiz.de/10011707598
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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
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Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu; Xia, Michelle; Zhang, Huanming - In: Finance research letters 32 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
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Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2021
Persistent link: https://www.econbiz.de/10012489943
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Identification of structural vector autoregressions through higher unconditional moments
Guay, Alain - 2020
Persistent link: https://www.econbiz.de/10012319295
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Assessing the power of VaR : new empirical evidence
Rusu, Andrei - In: International journal of financial markets and derivatives 6 (2018) 4, pp. 321-334
Persistent link: https://www.econbiz.de/10011996888
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Dealing with heterogeneity in panel VARs using sparse finite mixtures
Huber, Florian - 2018
Persistent link: https://www.econbiz.de/10011871455