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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego; Ruiz, Esther; Pascual, Lorenzo - In: International journal of forecasting 31 (2015) 3, pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
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Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Kim, Jae H. - In: International journal of forecasting 20 (2004) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10001918297
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Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 29 (2013) 4, pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
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Using low frequency information for predicting high frequency variables
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 34 (2018) 4, pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
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Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
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A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia; Marcellino, Massimiliano - In: International journal of forecasting 30 (2014) 3, pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
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Short-term inflation projections : a Bayesian vector autoregressive approach
Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International journal of forecasting 30 (2014) 3, pp. 635-644
Persistent link: https://www.econbiz.de/10010514782
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VARX-L : structured regularization for large vector autoregressions with exogenous variables
Nicholson, William B.; Matteson, David S.; Bien, Jacob - In: International journal of forecasting 33 (2017) 3, pp. 627-651
Persistent link: https://www.econbiz.de/10011746195