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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Prognoseverfahren"
~subject:"VAR model"
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Prognoseverfahren
VAR model
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Marcellino, Massimiliano
15
Gambetti, Luca
10
Kilian, Lutz
7
Favero, Carlo A.
5
Forni, Mario
5
Giannone, Domenico
5
Minford, Patrick
5
Sarno, Lucio
5
Timmermann, Allan
5
Wickens, Michael R.
5
Canova, Fabio
4
Lettau, Martin
4
Valente, Giorgio
4
Antolin-Diaz, Juan
3
Bianchi, Francesco
3
Carriero, Andrea
3
Eickmeier, Sandra
3
Ghysels, Eric
3
Kapetanios, George
3
Le, Vo Phuong Mai
3
Ludvigson, Sydney C.
3
Pappa, Euē
3
Reichlin, Lucrezia
3
Rossi, Barbara
3
Sala, Luca
3
Ball, Ryan
2
Baumeister, Christiane
2
Clark, Todd E.
2
Gargano, Antonio
2
Giavazzi, Francesco
2
Guérin, Pierre
2
Inoue, Atsushi
2
Lemke, Wolfgang
2
Lippi, Marco
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Massa, Massimo
2
Orphanides, Athanasios
2
Ou, Zhirong
2
Petrella, Ivan
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2
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Working paper / National Bureau of Economic Research, Inc.
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The review of financial studies
74
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73
Journal of forecasting
68
Applied economics
67
Working paper series / European Central Bank
57
Journal of money, credit and banking : JMCB
55
Economics letters
52
Journal of applied econometrics
46
The review of economics and statistics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economic modelling
38
Finance and economics discussion series
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CAMA working paper series
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Economic review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of macroeconomics
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The journal of futures markets
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NBER working paper series
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Journal of international money and finance
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Advances in business and management forecasting
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24
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The journal of finance : the journal of the American Finance Association
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The journal of real estate finance and economics
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Applied economics letters
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
114
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1
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
2
VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2016
Persistent link: https://www.econbiz.de/10011482286
Saved in:
3
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
4
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011524318
Saved in:
5
Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2016
Persistent link: https://www.econbiz.de/10011524322
Saved in:
6
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
-
2015
Persistent link: https://www.econbiz.de/10011346927
Saved in:
7
Predictable recoveries
Cai, Xiaoming
;
Den Haan, Wouter J.
;
Pinder, Jonathan P.
-
2015
Persistent link: https://www.econbiz.de/10011391936
Saved in:
8
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
9
Narrative sign restrictions for SVARs
Antolin-Diaz, Juan
;
Rubio-Ramírez, Juan Francisco
-
2016
Persistent link: https://www.econbiz.de/10011550991
Saved in:
10
The systematic component of monetary policy in SVARs : an agnostic identification procedure
Arias, Jonas
;
Caldara, Dario
;
Rubio-Ramírez, Juan Francisco
-
2016
Persistent link: https://www.econbiz.de/10011586664
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