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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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Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali; Mohammadi, Shapour - In: Journal of forecasting 42 (2023) 8, pp. 2045-2062
Persistent link: https://www.econbiz.de/10014432847
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Modeling compositional time series with vector autoregressive models
Kynčlová, Petra; Filzmoser, Peter; Hron, Karel - In: Journal of forecasting 34 (2015) 4, pp. 303-314
Persistent link: https://www.econbiz.de/10011305170
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Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek - In: Journal of forecasting 34 (2015) 7, pp. 604-618
Persistent link: https://www.econbiz.de/10011390494
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Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan; Ekberg, Stefan; Eidestedt, Richard - In: Journal of forecasting 34 (2015) 5, pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
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Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.; Paccagnini, Alessia - In: Journal of forecasting 35 (2016) 7, pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
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Forecasting with specification‐switching VARs
Hwang, Youngjin - In: Journal of forecasting 36 (2017) 5, pp. 581-596
Persistent link: https://www.econbiz.de/10011860701
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Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan; Nguyen, Bao; Zhang, Bo - In: Journal of forecasting 42 (2023) 2, pp. 418-451
Persistent link: https://www.econbiz.de/10014292196