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Commodity correlation risk
Byrne, Joseph P.; Sakemoto, Ryuta - 2022
Persistent link: https://www.econbiz.de/10013478831
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A new index of financial conditions
Kopp, Gary; Korobilis, Dimitris - 2013
Persistent link: https://www.econbiz.de/10009768477
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Model uncertainty in panel vector autoregressive models
Koop, Gary; Korobilis, Dimitris - 2014
Persistent link: https://www.econbiz.de/10010403255
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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel; Koop, Gary; Korobilis, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009531112
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Forecasting inflation using dynamic model averaging
Koop, Gary; Korobilis, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009231252
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UK macroeconomic forecasting with many predictors : which models forecast best and when do they do so?
Koop, Gary; Korobilis, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009231254
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A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; … - 2011
Persistent link: https://www.econbiz.de/10009231265
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Assessing the transmission of monetary policy shocks using dynamic factor models
Korobilis, Dimitris - 2009
Persistent link: https://www.econbiz.de/10003854263
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UK macroeconomic forecasting with many predictors : which models forecast best and when do they do so?
Koop, Gary; Korobilis, Dimitris - 2009
Persistent link: https://www.econbiz.de/10003882209