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Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts

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  • Christoph Frey
  • Frieder Mokinski

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  • Christoph Frey & Frieder Mokinski, 2016. "Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1083-1099, September.
  • Handle: RePEc:wly:japmet:v:31:y:2016:i:6:p:1083-1099
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    Cited by:

    1. Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
    2. Saeed Zaman & Ellis W. Tallman, 2018. "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series) 1809, Federal Reserve Bank of Cleveland, revised 22 Jun 2018.

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