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Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan; Manganelli, Simone - In: Journal of applied econometrics 39 (2024) 1, pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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Comparing SVARs and SEMs : two models of the UK economy
Jacobs, Jan; Wallis, Kenneth Frank - In: Journal of applied econometrics 20 (2005) 2, pp. 209-228
Persistent link: https://www.econbiz.de/10002729098
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The transmission mechanism in a changing world
Artis, Michael J.; Galvão, Ana Beatriz C.; Marcellino, … - In: Journal of applied econometrics 22 (2007) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10003448508
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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
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Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - In: Journal of applied econometrics 22 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
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Computing median unbiased estimates in macroeconometric models
Fair, Ray C. - In: Journal of applied econometrics 11 (1996) 4, pp. 431-435
Persistent link: https://www.econbiz.de/10001202513
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Permanent and transitory shocks, and the UK business cycle
Ravn, Morten O. - In: Journal of applied econometrics 12 (1997) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10001215439
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Estimating shocks and impulse response functions
Wickens, Michael R.; Motto, Roberto - In: Journal of applied econometrics 16 (2001) 3, pp. 371-387
Persistent link: https://www.econbiz.de/10001592352
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Simulation-based tests of forward-looking models under var learning dynamics
Fanelli, Luca; Palomba, Giulio - In: Journal of applied econometrics 26 (2011) 5, pp. 762-782
Persistent link: https://www.econbiz.de/10009408917
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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