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isPartOf:"Journal of applied econometrics"
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Journal of applied econometrics
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
2
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:
3
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
4
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:
5
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:
6
Noncausal Bayesian vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
Saved in:
7
Mixed-frequency structural models : identification, estimation, and policy analysis
Foroni, Claudia
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1118-1144
Persistent link: https://www.econbiz.de/10010492703
Saved in:
8
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
9
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Saved in:
10
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:
11
Combining forecast densities from VARs with uncertain instabilities
Jore, Anne Sofie
;
Mitchell, James
;
Vahey, Shaun P.
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10008667470
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