Narrow search
Showing 1 - 10 of 546
Cover Image
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
Cover Image
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
Cover Image
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - In: Journal of applied econometrics 32 (2017) 5, pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Cover Image
Rare shocks, great recessions
Cúrdia, Vasco; Del Negro, Marco; Greenwald, Daniel L. - In: Journal of applied econometrics 29 (2014) 7, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010492715
Cover Image
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 38 (2023) 2, pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Cover Image
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian; Koop, Gary - In: Journal of applied econometrics 38 (2023) 4, pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Cover Image
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
Cover Image
Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Huber, Florian; Koop, Gary - In: Journal of applied econometrics 39 (2024) 7, pp. 1301-1320
Persistent link: https://www.econbiz.de/10015156859
Cover Image
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of applied econometrics 26 (2011) 5, pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
Cover Image
Evaluating real-time VAR forecasts with an informative democratic prior
Wright, Jonathan H. - In: Journal of applied econometrics 28 (2013) 5, pp. 762-776
Persistent link: https://www.econbiz.de/10010351101