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Economic forecasting with an agent-based model

Poledna, Sebastian; Miess, Michael; Hommes, Cars H.; … - In: European economic review : EER 151 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014235154

International portfolios : a comparison of solution methods

Rabitsch, Katrin; Stepanchuk, Serhiy; Tsyrennikov, Viktor - In: Journal of international economics 97 (2015) 2, pp. 404-422

Persistent link: https://www.econbiz.de/10011566094

International portfolios : a comparison of solution methods

Rabitsch, Katrin; Stepanchuk, Serhiy; Tsyrennikov, Viktor - 2014

Persistent link: https://www.econbiz.de/10010361310

General Bayesian time-varying parameter vector autoregressions for modeling government bond yields

Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - In: Journal of applied econometrics 38 (2023) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10014287924

Density forecasting using Bayesian global vector autoregressions with common stochastic volatility

Huber, Florian - 2014

Persistent link: https://www.econbiz.de/10010480999

Forecasting exchange rates using multivariate threshold models

Huber, Florian - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 193-210

Persistent link: https://www.econbiz.de/10011508943

Dealing with heterogeneity in panel VARs using sparse finite mixtures

Huber, Florian - 2018

Persistent link: https://www.econbiz.de/10011871455

Density forecasting using Bayesian global vector autoregressions with stochastic volatility

Huber, Florian - In: International journal of forecasting 32 (2016) 3, pp. 818-837

Persistent link: https://www.econbiz.de/10011621824

A two period model with portfolio choice : understanding results from different solution methods

Rabitsch, Katrin; Stepanchuk, Serhiy - 2014

Persistent link: https://www.econbiz.de/10010361315

A two-period model with portfolio choice : understanding results from different solution methods

Rabitsch, Katrin; Stepanchuk, Serhiy - 2014

Using a stylized two-period model we compare portfolio solutions from two local solution approaches - the approach of Judd and Guu (2001) and the approach of Devereux and Sutherland (2010, 2011) - with the true nonlinear portfolio solution.

Persistent link: https://www.econbiz.de/10010406866