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Time-varying trend models for forecasting inflation in Australia
Guo, Na; Zhang, Bo; Cross, Jamie - In: Journal of forecasting 41 (2022) 2, pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
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An infinite hidden Markov model with stochastic volatility
Li, Chenxing; Maheu, John M.; Yang, Qiao - In: Journal of forecasting 43 (2024) 6, pp. 2187-2211
Persistent link: https://www.econbiz.de/10015110400
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Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.; Kolkiewicz, Adam W.; Men, Zhongxian - In: Journal of forecasting 35 (2016) 5, pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
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A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao; Gerlach, Richard - In: Journal of forecasting 43 (2024) 1, pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
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Bayesian Markov switching model for BRICS currencies' exchange rates
Kumar, Utkarsh; Ahmad, Wasim; Uddin, Mohammed Gazi Salah - In: Journal of forecasting 43 (2024) 6, pp. 2322-2340
Persistent link: https://www.econbiz.de/10015110450
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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
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - In: Journal of forecasting 42 (2023) 3, pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui; Li, Raymond W. M.; Asai, Manabu; Jiang, Yue - In: Journal of forecasting 36 (2017) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
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A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph; Stöcker, Almond; Rügamer, David - In: Journal of forecasting 41 (2022) 1, pp. 181-200
Persistent link: https://www.econbiz.de/10012796284