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type_genre:"Amtsdruckschrift"
~person:"Koop, Gary"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Vektorautoregressives Modell"
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VAR model
39
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Koop, Gary
Lütkepohl, Helmut
94
Marcellino, Massimiliano
67
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64
Mumtaz, Haroon
61
Castelnuovo, Efrem
54
Gambetti, Luca
52
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44
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Theodoridis, Konstantinos
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36
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Belke, Ansgar
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Giannone, Domenico
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Johansen, Søren
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Korobilis, Dimitris
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Rubio-Ramírez, Juan Francisco
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Schorfheide, Frank
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Fève, Patrick
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Kapetanios, George
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Nielsen, Morten Ørregaard
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Benati, Luca
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Forni, Mario
24
Jusélius, Katarina
23
Minford, Patrick
23
Sala, Luca
23
Bjørnland, Hilde Christiane
22
Zanetti, Francesco
22
Saikkonen, Pentti
21
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20
Feldkircher, Martin
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Peersman, Gert
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Ricco, Giovanni
20
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20
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19
Kriwoluzky, Alexander
19
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ECONIS (ZBW)
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Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia
;
Hou, Chenghan
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316038
Saved in:
2
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
3
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
4
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
5
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
6
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
7
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
Saved in:
8
Reconciled estimates of monthly GDP in the US
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10012822269
Saved in:
9
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10013277546
Saved in:
10
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
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