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A flexible predictive density combination for large financial data sets in regular and crisis periods

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-12

Persistent link: https://www.econbiz.de/10014471818

A new model of trend inflation using disaggregates, survey expectations, and uncertainty

Tallman, Ellis W.; Zaman, Saeed - 2026

Persistent link: https://www.econbiz.de/10015619060

A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022

state-space form, efficient simulation-based Bayesian inference is proposed using parallel sequential clustering as well as … and combination weights to relatively small sets. Given the representation of the probability model in extended nonlinear …

Persistent link: https://www.econbiz.de/10013356469

The role of observed and unobserved heterogeneity in the duration of unemployment

Ahn, Hie Joo - In: Journal of applied econometrics 38 (2023) 1, pp. 3-23

Persistent link: https://www.econbiz.de/10014287915

Duration structure of unemployment hazards and the trend unemployment rate

Ahn, Hie Joo - In: Journal of economic dynamics & control 151 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014478697

A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022

weights to relatively small subsets. Given the representation of the probability model in extended nonlinear state-space form …

Persistent link: https://www.econbiz.de/10013356509

Air pollution, mortality, at-risk population, new entry and life expectancy of the frail elderly in three U.S. cities

Murray, Christian J.; Lipfert, Frederick W. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 135-142

Persistent link: https://www.econbiz.de/10012657676

A flexible predictive density combination model for large financial data sets in regular and crisis periods

Casarin, Roberto; Ravazollo, Francesco; Grassi, Stefano; … - 2022

state-space form, ecient simulation-based Bayesian inference is proposed using parallel sequential clustering as well as … and combination weights to relatively small sets. Given the representation of the probability model in extended nonlinear …

Persistent link: https://www.econbiz.de/10012816959

Below the zero lower bound : a shadow-rate term structure model for the euro area

Vladu, Andreea L.; Lemke, Wolfgang - In: Essays on interest rates at the lower bound, (pp. 7-56). 2018

Persistent link: https://www.econbiz.de/10012098882

A flexible predictive density combination for large financial data sets in regular and crisis periods

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022

weights to relatively small subsets. Given the representation of the probability model in extended nonlinear state-space form …

Persistent link: https://www.econbiz.de/10013332662

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