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An empirical study of modelling and forecasting macroeconomic time series data
Gill, Dilbagh S., (2000)
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F., (1999)
Waggoner, Daniel F., (1998)
A new algorithm for structural restrictions in Bayesian vector autoregressions
Korobilis, Dimitris, (2022)
Bayesian forecasting with highly correlated predictors
Korobilis, Dimitris, (2012)
Hierarchical shrinkage priors for dynamic regressions with many predictors
Korobilis, Dimitris, (2013)