Real-time density forecasts from VARs with stochastic volatility
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- Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011. "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
- repec:taf:japsta:v:44:y:2017:i:14:p:2593-2620 is not listed on IDEAS
- Ravazzolo Francesco & Vahey Shaun P., 2014.
"Forecast densities for economic aggregates from disaggregate ensembles,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 18(4), pages 1-15, September.
- Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2009-07-11 (Central Banking)
- NEP-ECM-2009-07-11 (Econometrics)
- NEP-ETS-2009-07-11 (Econometric Time Series)
- NEP-FOR-2009-07-11 (Forecasting)
- NEP-ORE-2009-07-11 (Operations Research)
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