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~subject:"Prognoseverfahren"
~isPartOf:"Journal of applied econometrics"
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Prognoseverfahren
Bayes-Statistik
87
Bayesian inference
87
Theorie
29
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29
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22
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22
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19
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17
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Carriero, Andrea
3
Huber, Florian
3
Marcellino, Massimiliano
3
Koop, Gary
2
Aastveit, Knut Are
1
Christiansen, Charlotte
1
Christoffel, Kai
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Clark, Todd E.
1
Clements, Michael P.
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Coenen, Günter
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Corsello, Francesco
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Crespo Cuaresma, Jesús
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Eicher, Theo S.
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Feldkircher, Martin
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Hauzenberger, Niko
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Horst, Enrique ter
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Lanne, Markku
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Liu, Chun
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Luoma, Arto
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Luoto, Jani
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Malone, Samuel W.
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Raftery, Adrian E.
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Schmeling, Maik
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Journal of applied econometrics
International journal of forecasting
101
Discussion paper / Tinbergen Institute
49
Journal of forecasting
44
Journal of econometrics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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:
2
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:
3
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:
4
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
5
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
6
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
7
Forecasting with Bayesian vector autoregressions estimated using professional forecasts
Frey, Christoph
;
Mokinski, Frieder
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1083-1099
Persistent link: https://www.econbiz.de/10011686284
Saved in:
8
Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús
;
Feldkircher, Martin
;
Huber, Florian
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
Saved in:
9
Evaluating point and density forecasts of DSGE models
Wolters, Maik H.
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10011327648
Saved in:
10
Exchange rate fundamentals, forecasting, and speculation : Bayesian models in black markets
Gramacy, Robert
;
Malone, Samuel W.
;
Horst, Enrique ter
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 22-41
Persistent link: https://www.econbiz.de/10010414259
Saved in:
11
Model priors revisited : interaction terms in BMA growth applications
Moser, Mathias
;
Hofmarcher, Paul
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 344-347
Persistent link: https://www.econbiz.de/10010414894
Saved in:
12
Evaluating real-time VAR forecasts with an informative democratic prior
Wright, Jonathan H.
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 762-776
Persistent link: https://www.econbiz.de/10010351101
Saved in:
13
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
14
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku
;
Luoma, Arto
;
Luoto, Jani
- In:
Journal of applied econometrics
27
(
2012
)
5
,
pp. 812-830
Persistent link: https://www.econbiz.de/10010219731
Saved in:
15
A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte
;
Schmeling, Maik
;
Schrimpf, Andreas
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 956-977
Persistent link: https://www.econbiz.de/10010219745
Saved in:
16
Default priors and predictive performance in Bayesian model averaging, with application to growth determinants
Eicher, Theo S.
;
Papageorgiou, Chris
;
Raftery, Adrian E.
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 30-55
Persistent link: https://www.econbiz.de/10008937003
Saved in:
17
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
Saved in:
18
Dating and forecasting turning points by Bayesian clustering with dynamic structure : a suggestion with an application to Austrian data
Kaufmann, Sylvia
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 309-344
Persistent link: https://www.econbiz.de/10008667598
Saved in:
19
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
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