//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
How sensitive are VAR forecast...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
2
Prognoseverfahren
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARMA model
1
ARMA-Modell
1
Autoregressive moving average errors
1
Bayes-Statistik
1
Bayesian inference
1
Estimation
1
Forecasting
1
Global-local prior
1
Inflation
1
Inflation forecast
1
Inflation rate
1
Inflationsrate
1
Large autoregression
1
Minnesota prior
1
Schätzung
1
Shrinkage prior
1
State space model
1
State space models
1
Unobserved components model
1
VAR model
1
VAR-Modell
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chan, Joshua
2
Cross, Jamie
1
Zhang, Bo
1
Published in...
All
International journal of forecasting
CAMA working paper series
38
CAMA Working Paper
30
Journal of econometrics
13
Journal of applied econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
ANU working papers in economics and econometrics
5
Journal of economic dynamics & control
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Annals of operations research
4
Decision support systems : DSS ; the international journal
4
Econometric reviews
4
European journal of operational research : EJOR
4
IZA Discussion Papers
4
International journal of hospitality management
4
Journal of Applied Econometrics
4
Strathclyde discussion papers in economics
4
Insurance / Mathematics & economics
3
MPRA Paper
3
Omega : the international journal of management science
3
Scandinavian actuarial journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working Papers / Economics Department, University of Strathclyde
3
CAMP working paper series
2
Discussion paper series / IZA
2
Economics letters
2
Essays in honor of Cheng Hsiao
2
FRB of Cleveland Working Paper
2
Federal Reserve Bank of Cleveland working paper series
2
GRIPS discussion papers
2
IZA Discussion Paper
2
Information systems and e-business management : ISeB
2
International journal of contemporary hospitality management
2
International journal of innovation and sustainable development : IJISD
2
Journal of Econometrics
2
Journal of Forecasting
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Operations research, Management science : OR MS ; the international literature digest
2
Tourism management : research, policies, practice
2
Working Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
2
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->