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A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian, (2020)
Forecasting the world economy using dynamic intertemporal general equilibrium multi-country models
McKibbin, Warwick J., (1998)
A note on aggregation, disaggregation and forecasting performance
Zellner, Arnold, (2000)
Stochastic prediction in dynamic nonlinear econometric systems
Mariano, Roberto S., (1985)
Predictors in dynamic nonlinear models : large-sample behavior
Brown, Bryan W., (1989)
Forecasting monthly inflation in the Philippines