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Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi; West, Mike - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
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The economic drivers of volatility and uncertainty
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2020
Persistent link: https://www.econbiz.de/10012301117
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A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul; Zhong, Molin - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 367-379
Persistent link: https://www.econbiz.de/10012262481
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Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy; Mumtaz, Haroon; Pinter, Gabor - 2015
Persistent link: https://www.econbiz.de/10011312174
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Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy; Mumtaz, Haroon; Pintér, Gábor - In: International journal of forecasting 33 (2017) 4, pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
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Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping - In: International journal of forecasting 40 (2024) 3, pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
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Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.; Melo, Lívia C. M.; Soave, Gian Paulo - In: Applied economics 56 (2024) 14, pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 128 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
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The growth-volatility relationship redux : what does volatility decomposition tell?
Mallick, Debdulal - In: The B.E. journal of macroeconomics 19 (2019) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10012027392
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Measuring macroeconomic uncertainty : an application for Iran
Heybati, Reza - In: Iranian economic review : journal of University of Tehran 25 (2021) 3, pp. 477-498
Persistent link: https://www.econbiz.de/10012664177