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Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis
Feldkircher, Martin - In: Journal of Forecasting 31 (2012) 4, pp. 361-376
Persistent link: https://www.econbiz.de/10010826695
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A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis
Huber, Florian; Pfarrhofer, Michael; Piribauer, Philipp - In: Journal of Forecasting 39 (2020) 6, pp. 911-926
Persistent link: https://www.econbiz.de/10012189068
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Sparse Bayesian vector autoregressions in huge dimensions
Kastner, Gregor; Huber, Florian - In: Journal of Forecasting 39 (2020) 7, pp. 1142-1165
Persistent link: https://www.econbiz.de/10012272964
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Predicting crypto-currencies using sparse non-Gaussian state space models
Hotz-Behofsits, Christian; Huber, Florian; Zörner, Thomas - In: Journal of Forecasting 37 (2018) 6, pp. 627-640
Persistent link: https://www.econbiz.de/10012081993
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Model instability in predictive exchange rate regressions
Hauzenberger, Niko; Huber, Florian - In: Journal of Forecasting 39 (2019) 2, pp. 168-186
Persistent link: https://www.econbiz.de/10012082073