Similar Search Results - EconBiz

The importance of long run structure for impulse response analysis in VAR models

Mitchell, James (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001560131

Cointegrating VAR models with endogenous I (0) variables : theoretical extensions and an application to UK monetary policy

Kapetanios, George (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001560122

Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023

Interest in regional economic issues coupled with advances in administrative data is driving the creation of new regional economic data. Many of these data series could be useful for nowcasting regional economic activity, but they suffer from a short (albeit constantly expanding) time series...

Persistent link: https://www.econbiz.de/10014357101

Combining forecast densities from VARs with uncertain instabilities

Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - In: Journal of applied econometrics 25 (2010) 4, pp. 621-634

Persistent link: https://www.econbiz.de/10008667470

Combining forecast densities from VARs with uncertain instabilities

Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - 2008

Persistent link: https://www.econbiz.de/10003993467

Combining VAR and DSGE forecast densities

Bache, Ida Wolden; Jore, Anne Sofie; Mitchell, James; … - In: Journal of economic dynamics & control 35 (2011) 10, pp. 1659-1670

Persistent link: https://www.econbiz.de/10009307480

Measuring output gap nowcast uncertainty

Garratt, Anthony; Mitchell, James; Vahey, Shaun P. - In: International journal of forecasting 30 (2014) 2, pp. 268-279

Persistent link: https://www.econbiz.de/10010510911

Nowcasting quarterly euro-area GDP growth using a global VAR model

Lui, Silvia; Mitchell, James - In: The GVAR handbook : structure and applications of a …, (pp. 131-147). 2013

Persistent link: https://www.econbiz.de/10009730013

Combining forecast densities from VARs with uncertain instabilities

Jore, Anne Sofie (contributor); Mitchell, James (contributor) - 2008

Persistent link: https://www.econbiz.de/10003786844

Combining forecast densities from VARs with uncertain instabilities

Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - 2008

Persistent link: https://www.econbiz.de/10003630155

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