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Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2017
Persistent link: https://www.econbiz.de/10011708511
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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew; Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10011410311
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Implementing the zero lower bound in an estimated regime-switching DSGE model
Binning, Andrew; Maih, Junior - 2016
Persistent link: https://www.econbiz.de/10011449725
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Using low frequency information for predicting high frequency variables
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10011391720
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Forecasting commodity currencies : the role of fundamentals with short-lived predictive content
Foroni, Claudia; Ravazzolo, Francesco; Ribeiro, Pinho J. - 2015
Persistent link: https://www.econbiz.de/10011391725
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Dynamic model averaging and CPI inflation forecasts : a comparison between the euro area and the United States
Di Filippo, Gabriele - In: Journal of forecasting 34 (2015) 8, pp. 619-648
Persistent link: https://www.econbiz.de/10011397637
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Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin - In: Journal of forecasting 35 (2016) 3, pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
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Output gap, monetary policy trade-offs and financial frictions
Furlanetto, Francesco; Gelain, Paolo; Taheri Sanjani, Marzie - 2017
Persistent link: https://www.econbiz.de/10011661857
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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
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Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo; Veredas, David - In: Journal of forecasting 34 (2015) 3, pp. 163-176
Persistent link: https://www.econbiz.de/10011305278