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Theory and practice of GVAR modeling
Chudik, Alexander; Pesaran, M. Hashem - 2014
The Global Vector Autoregressive (GVAR) approach has proven to be a very useful approach to analyze interactions in the global macroeconomy and other data networks where both the cross-section and the time dimensions are large. This paper surveys the latest developments in the GVAR modeling,...
Persistent link: https://www.econbiz.de/10010354717
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Theory and practice of GVAR modelling
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of economic surveys 30 (2016) 1, pp. 165-197
Persistent link: https://www.econbiz.de/10011553146
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Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G. - In: International journal of forecasting 25 (2009) 4, pp. 676-679
Persistent link: https://www.econbiz.de/10003921254
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Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P. - In: International journal of forecasting 25 (2009) 4, pp. 680-683
Persistent link: https://www.econbiz.de/10003921259
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Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico; Reichlin, Lucrezia - In: International journal of forecasting 25 (2009) 4, pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
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Comments on "Forecasting economic and financial variables with global VARs"
Granger, C. W. J. - In: International journal of forecasting 25 (2009) 4, pp. 687-688
Persistent link: https://www.econbiz.de/10003921277
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Comments on "Forecasting economic and financial variables with global VARs"
Lahiri, Kajal - In: International journal of forecasting 25 (2009) 4, pp. 689-692
Persistent link: https://www.econbiz.de/10003921317
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Comments on "Forecasting economic and financial variables with global VARs"
Swanson, Norman R. - In: International journal of forecasting 25 (2009) 4, pp. 697-702
Persistent link: https://www.econbiz.de/10003921327
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Rejoinder to comments on forecasting economic and financial variables with global VARs
Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715
Persistent link: https://www.econbiz.de/10003921332
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Theory and practice of GVAR modeling
Pesaran, M. Hashem; Chudik, Alexander - 2014
Persistent link: https://www.econbiz.de/10010356261