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VAR model
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Koop, Gary
70
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61
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51
Chan, Joshua
44
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39
Österholm, Pär
38
Korobilis, Dimitris
35
Clark, Todd E.
34
Kilian, Lutz
33
Schorfheide, Frank
33
Hamilton, James D.
27
Baumeister, Christiane
25
Giannone, Domenico
25
Giacomini, Raffaella
23
Poon, Aubrey
23
Strachan, Rodney W.
23
Kitagawa, Toru
22
Gupta, Rangan
20
Kapetanios, George
20
Lütkepohl, Helmut
20
Canova, Fabio
19
Dijk, Herman K. van
19
Read, Matthew
19
Aastveit, Knut Are
17
Woitek, Ulrich
17
Pfarrhofer, Michael
16
Theodoridis, Konstantinos
16
Gambetti, Luca
15
Mumtaz, Haroon
15
Ciccarelli, Matteo
14
Matthes, Christian
14
Mitchell, James
14
Zhu, Dan
14
Casarin, Roberto
13
Rubio-Ramírez, Juan Francisco
13
Waggoner, Daniel F.
13
Benati, Luca
12
Del Negro, Marco
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Instituto Valenciano de Investigaciones Económicas
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International Economic Association
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Narodna Banka na Republika Makedonija
1
Panepistēmio Kypru
1
Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn
1
Robert Schuman Centre for Advanced Studies
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer International Publishing
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Zentrum für Europäische Wirtschaftsforschung
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Working paper
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Working paper series / European Central Bank
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Journal of econometrics
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International journal of forecasting
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
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35
CAMA working paper series
34
CESifo working papers
22
Federal Reserve Bank of Cleveland working paper series
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Economic modelling
20
Journal of applied econometrics
20
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19
Discussion paper / Centre for Economic Policy Research
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ECB Working Paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
CAMA Working Paper
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Handbook of research methods and applications in macroeconomic forecasting
16
Journal of economic dynamics & control
16
Journal of forecasting
16
Discussion paper / Tinbergen Institute
15
Economics letters
14
IMF working papers
14
Energy economics
13
Journal of international money and finance
13
Applied economics
12
Econometric reviews
12
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11
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Working paper series
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ECONIS (ZBW)
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1
Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
-
2016
Persistent link: https://www.econbiz.de/10011629460
Saved in:
2
Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2021
Persistent link: https://www.econbiz.de/10012489943
Saved in:
3
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10015077624
Saved in:
4
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013281184
Saved in:
5
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
6
Econometrics
of machine learning methods in economic forecasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Handbook of research methods and applications in …
,
(pp. 246-273)
.
2024
Persistent link: https://www.econbiz.de/10015189620
Saved in:
7
Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549652
Saved in:
8
Assessing international commonality in macroeconomic uncertainty and its effects
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011809243
Saved in:
9
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
10
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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