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~person:"Casarin, Roberto"
~subject:"VAR-Modell"
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VAR-Modell
Bayes-Statistik
89
Bayesian inference
89
Theorie
51
Theory
50
Prognoseverfahren
40
Forecasting model
37
Markov chain
33
Markov-Kette
33
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30
Time series analysis
27
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26
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25
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21
Scientific modelling
20
Sequential Monte Carlo
20
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17
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17
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17
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16
Density Forecast Combination
15
Survey Forecast
10
VAR model
10
Bayesian Inference
9
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9
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9
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9
Panel study
9
Bayesian Filtering
8
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7
Autokorrelation
7
Frühindikator
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GPU
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OECD countries
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Casarin, Roberto
Koop, Gary
61
Marcellino, Massimiliano
51
Carriero, Andrea
49
Österholm, Pär
36
Clark, Todd E.
35
Huber, Florian
32
Korobilis, Dimitris
31
Chan, Joshua
28
Schorfheide, Frank
27
Hamilton, James D.
26
Baumeister, Christiane
25
Strachan, Rodney W.
22
Poon, Aubrey
21
Canova, Fabio
20
Giannone, Domenico
19
Kapetanios, George
18
Gupta, Rangan
17
Woitek, Ulrich
17
Ciccarelli, Matteo
16
Mumtaz, Haroon
15
Theodoridis, Konstantinos
15
Benati, Luca
14
Kilian, Lutz
14
Gambetti, Luca
13
Karlsson, Sune
13
Pesaran, M. Hashem
13
Aastveit, Knut Are
12
Drautzburg, Thorsten
12
Eisenstat, Eric
12
Furlanetto, Francesco
12
Pfarrhofer, Michael
12
Comunale, Mariarosaria
11
Giacomini, Raffaella
11
Kitagawa, Toru
11
Lenza, Michele
11
Lütkepohl, Helmut
11
Read, Matthew
11
Ahelegbey, Daniel Felix
10
Chiu, Ching Wai Jeremy
10
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Journal of econometrics
2
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2
Annals of economics and statistics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
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ECONIS (ZBW)
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1
Bayesian Graphical Models for Structural Vector Autoregressive Processes
Ahelegbey, Daniel Felix
-
2014
represented by two different graphs. We also provide an efficient Markov chain Monte
Carlo
algorithm to estimate jointly the two …
Persistent link: https://www.econbiz.de/10013064757
Saved in:
2
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
3
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
4
Sparse Graphical Vector Autoregression : A Bayesian Approach
Ahelegbey, Daniel Felix
-
2019
model, and provide an efficient Markov chain Monte
Carlo
procedure. The efficiency of the proposed approach is showed on …
Persistent link: https://www.econbiz.de/10012904383
Saved in:
5
Sparse Graphical Vector Autoregression : A Bayesian Approach
Ahelegbey, Daniel Felix
-
2016
based on a Bayesian procedure and a graphical representation of VAR models. We discuss a Markov chain Monte
Carlo
algorithm …
Persistent link: https://www.econbiz.de/10013005518
Saved in:
6
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
7
Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2014
Persistent link: https://www.econbiz.de/10011629454
Saved in:
8
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
9
Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 333-361
Persistent link: https://www.econbiz.de/10011592757
Saved in:
10
Beta-product dependent Pitman–Yor processes for Bayesian inference
Bassetti, Federico
;
Casarin, Roberto
;
Leisen, Fabrizio
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10010379485
Saved in:
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