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Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie; Hou, Chenghan; Poon, Aubrey - In: International journal of forecasting 36 (2020) 3, pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
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Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank; Song, Dongho - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 366-380
Persistent link: https://www.econbiz.de/10011390382
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Adaptive hierarchical priors for high-dimensional vector
Pettenuzzo, Davide; Korobilis, Dimitris - 2017
Persistent link: https://www.econbiz.de/10011813298
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Merging structural and reduced-form models for forecasting
Martínez-Martín, Jaime; Morris, Richard; Onorante, Luca; … - In: The B.E. journal of macroeconomics 24 (2024) 1, pp. 399-437
Persistent link: https://www.econbiz.de/10014580528
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Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie; Hou, Chenghan; Koop, Gary; Poon, Aubrey - 2021
Persistent link: https://www.econbiz.de/10012628432
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Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
Schorfheide, Frank; Song, Dongho - 2020 - This version: July 6, 2020
Persistent link: https://www.econbiz.de/10012372901
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Large hybrid time-varying parameter VARs
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
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Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
Schorfheide, Frank; Song, Dongho - 2020 - This version: July 8, 2020
Persistent link: https://www.econbiz.de/10013206029
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Macroeconomic forecasting with text-based data
Marcucci, Juri - In: Handbook of research methods and applications in …, (pp. 425-468). 2024
Persistent link: https://www.econbiz.de/10015189677
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Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano; Pfarrhofer, Michael - In: Handbook of research methods and applications in …, (pp. 90-125). 2024
Persistent link: https://www.econbiz.de/10015189588