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person:"Kapetanios, George"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Working papers / Bank of England"
~person:"Chan, Joshua"
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Search: subject_exact:"Time series analysis"
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Time series analysis
26
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Kapetanios, George
Chan, Joshua
Marcellino, Massimiliano
10
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7
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6
Jacobs, Jan
6
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6
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5
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4
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4
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4
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3
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Bao Hoang Nguyen
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Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
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2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
3
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
4
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
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5
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
6
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
7
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224053
Saved in:
8
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
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9
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
10
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
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