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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
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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
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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
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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
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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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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
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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
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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
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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
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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