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Panel Bayesian VAR modeling for policy and forecasting when dealing with confounding and latent effects

Pacifico, Antonio - 2018

forecasting. The analysis confirms the importance to separate common shocks from propagation of country- and variable …

Persistent link: https://www.econbiz.de/10011948481

Structural panel Bayesian VAR model to deal with model misspecification and unobserved heterogeneity problems

Pacifico, Antonio - In: Econometrics 7 (2019) 1, pp. 1-24

This paper provides an overview of a time-varying Structural Panel Bayesian Vector Autoregression model that deals with model misspecification and unobserved heterogeneity problems in applied macroeconomic analyses when studying time-varying relationships and dynamic interdependencies among...

Persistent link: https://www.econbiz.de/10012696223

Structural panel Bayesian VAR model to deal with model misspecification and unobserved heterogeneity problems

Pacifico, Antonio - In: Econometrics : open access journal 7 (2019) 1/8, pp. 1-24

Persistent link: https://www.econbiz.de/10012025648

TFP growth and commodity prices in emerging economies

Kataryniuk, Iván; Martínez-Martín, Jaime - 2017

Persistent link: https://www.econbiz.de/10011784270

TFP growth and commodity prices in emerging economies

Kataryniuk, Iván; Martínez-Martín, Jaime - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 10, pp. 2211-2229

Persistent link: https://www.econbiz.de/10012210966

Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence

Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367

Persistent link: https://www.econbiz.de/10010256842

A new index of financial conditions

Koop, Gary; Korobilis, Dimitris - In: European economic review : EER 71 (2014), pp. 101-116

Persistent link: https://www.econbiz.de/10010512275

Forecasting economic activity by Bayesian bridge model averaging

Bencivelli, Lorenzo; Marcellino, Massimiliano; Moretti, … - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 21-40

Persistent link: https://www.econbiz.de/10011929333

Forecasting natural gas consumption in China by Bayesian Model Averaging

Zhang, Wei; Yang, Jun - In: Energy reports 1 (2015), pp. 216-220

the uncertainty associated with model structure and parameters, and thus improves the forecasting accuracy. This paper … chooses six variables for forecasting the natural gas consumption, including GDP, urban population, energy consumption …

Persistent link: https://www.econbiz.de/10011863364

Forecasting aggregate stock market volatility using financial and macroeconomic predictors : Which models forecast best, when and why?

Nonejad, Nima - In: Journal of empirical finance 42 (2017), pp. 131-154

Persistent link: https://www.econbiz.de/10011808557