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A Bayesian approach to dynamic macroeconomics

DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of econometrics 98 (2000) 2, pp. 203-223

Persistent link: https://www.econbiz.de/10001497779

The forecasting attributes of trend- and difference-stationary representations for macroeconomic time series

DeJong, David Neil - In: Journal of forecasting 13 (1994) 3, pp. 279-297

Persistent link: https://www.econbiz.de/10001157662

Estimating moving average parameters : classical pileups and Bayesian posteriors

DeJong, David Neil - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 311-317

Persistent link: https://www.econbiz.de/10001146831

Integration versus trend stationarity in time series

DeJong, David Neil (contributor) - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 2, pp. 423-433

Persistent link: https://www.econbiz.de/10001124363

Bayesian inference in limited dependent variable models : an application to measuring strike duration

DeJong, David Neil - In: Journal of applied econometrics 8 (1993) 2, pp. 115-128

Persistent link: https://www.econbiz.de/10001142960

[Rezension von: Hansen, Lars Peter, ..., Rational expectations econometrics]

Whiteman, Charles H. - In: Journal of economic literature 30 (1992) 3, pp. 1509-1511

Persistent link: https://www.econbiz.de/10001345361

New Keynesian DSGE models : theory, empirical implementation, and specification

Röhe, Oke - 2012

Persistent link: https://www.econbiz.de/10009627655

General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP : a translation and critique

Faust, Jon - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 121-161

Persistent link: https://www.econbiz.de/10001242080

Empirical Bayesian density forecasting in lowa and shrinkage for the Monte Carlo era

Lewis, Kurt F.; Whiteman, Charles H. - 2006

The track record of a sixteen-year history of density forecasts of state tax revenue in Iowa is studied, and potential improvements sought through a search for better performing priors similar to that conducted two decades ago for point forecasts by Doan, Litterman, and Sims (Econometric...

Persistent link: https://www.econbiz.de/10003376427

Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era

Lewis, Kurt F.; Whiteman, Charles H. - In: Journal of forecasting 34 (2015) 1, pp. 15-35

Persistent link: https://www.econbiz.de/10011305372