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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
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VAR model
Forecasting model
1,800
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1,800
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831
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831
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504
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504
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Pesaran, M. Hashem
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CREATES research paper
International journal of forecasting
Journal of applied econometrics
Journal of forecasting
39
Discussion paper / Centre for Economic Policy Research
34
Working paper series / European Central Bank
31
Working paper
29
Journal of econometrics
23
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
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Journal of monetary economics
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series
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Department of Economics working paper
7
Econometrics : open access journal
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Ensaios econômicos
7
Journal of economic dynamics & control
7
Journal of macroeconomics
7
Strathclyde discussion papers in economics
7
Sveriges Riksbank working paper series
7
Temi di discussione / Banca d'Italia
7
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
113
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
3
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
4
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
5
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
6
How to estimate a vector autoregression after March 2020
Lenza, Michele
;
Primiceri, Giorgio E.
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 688-699
Persistent link: https://www.econbiz.de/10013332680
Saved in:
7
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
8
Bayesian VAR forecasts, survey information, and structural change in the euro area
Ganics, Gergely
;
Odendahl, Florens
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 971-999
Persistent link: https://www.econbiz.de/10012794772
Saved in:
9
Forecast
combination for VARs in large N and T panels
Greenaway-McGrevy, Ryan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 142-164
Persistent link: https://www.econbiz.de/10013347744
Saved in:
10
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
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