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subject:"VAR model"
~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~isPartOf:"Journal of forecasting"
~subject:"Spieltheorie"
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Search: subject_exact:"Bayessche Statistik"
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VAR model
Spieltheorie
Bayes-Statistik
71
Bayesian inference
71
Forecasting model
54
Prognoseverfahren
54
Theorie
47
Theory
47
Time series analysis
24
Zeitreihenanalyse
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VAR-Modell
23
Estimation
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Modellierung
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Scientific modelling
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Markov chain
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forecasting
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English
23
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Korobilis, Dimitris
5
Koop, Gary
3
Malley, James R.
3
Woitek, Ulrich
3
Amisano, Gianni
1
Apostolakis, George N.
1
Barlas, Ali B.
1
Bekiros, Stelios D.
1
Berg, Tim Oliver
1
Fresoli, Diego
1
Giannellis, Nikolaos
1
Görtz, Christoph
1
Hou, Chenghan
1
Hwang, Youngjin
1
Isa, Berk Orkun
1
Kiss, Tamás
1
Lewis, Kurt F.
1
Liu, Shu-ing
1
Mandler, Martin
1
Marcellino, Massimiliano
1
Mazur, Stepan
1
Mert, Seda Guler
1
Nguyen, Bao
1
Nguyen, Hoang
1
Ortiz Vidal-Abarca, Alvaro
1
Paccagnini, Alessia
1
Papadopoulos, Athanasios P.
1
Pettenuzzo, Davide
1
Pfarrhofer, Michael
1
Rodrigo, Tomasa
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Rychalovska, Yuliya
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Scharnagl, Michael
1
Serati, Massimiliano
1
Soybilgen, Baris
1
Tsoukalas, John D.
1
Whiteman, Charles H.
1
Yazgan, Mustafa Ege
1
Zanetti, Francesco
1
Zhang, Bo
1
Österholm, Pär
1
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Discussion papers / Adam Smith Business School, University of Glasgow
Journal of forecasting
Working paper
39
Journal of econometrics
32
Discussion papers / CEPR
31
International journal of forecasting
30
Working paper series / European Central Bank
28
CAMA working paper series
27
Journal of economic theory
25
Games and economic behavior
24
CESifo working papers
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Economics letters
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Federal Reserve Bank of Cleveland working paper series
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Discussion paper
18
Discussion paper / Centre for Economic Policy Research
18
Journal of applied econometrics
18
CAMA Working Paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Economic modelling
15
Journal of economic dynamics & control
15
ECB Working Paper
14
Discussion paper / Tinbergen Institute
13
Applied economics
12
IMF working papers
12
Working paper series
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
International journal of game theory : official journal of the Game Theory Society
11
Theoretical economics : TE ; an open access journal in economic theory
11
European economic review : EER
10
Journal of mathematical economics
10
Macroeconomic dynamics
10
Strathclyde discussion papers in economics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Working paper series / Czech National Bank
10
Cowles Foundation discussion paper
9
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
9
Sveriges Riksbank working paper series
9
Working papers
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ECONIS (ZBW)
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1
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
2
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
3
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
5
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
Saved in:
6
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
7
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan
;
Nguyen, Bao
;
Zhang, Bo
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
Saved in:
8
High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris
-
2019
Persistent link: https://www.econbiz.de/10012601794
Saved in:
9
News shocks under financial frictions
Görtz, Christoph
;
Tsoukalas, John D.
;
Zanetti, Francesco
-
2016
Persistent link: https://www.econbiz.de/10011539177
Saved in:
10
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
-
2016
Persistent link: https://www.econbiz.de/10011450083
Saved in:
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