Forecasting with Bayesian Vector Autoregressions-Five Years of Experience
Citations
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Cited by:
- SENBETA, Sisay Regassa, 2012. "How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR," Working Papers 2012010, University of Antwerp, Faculty of Applied Economics.
- Pär Österholm, 2008. "Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 41-51.
- Danilo Cascaldi-Garcia, 2017.
"News Shocks and the Slope of the Term Structure of Interest Rates: Comment,"
American Economic Review,
American Economic Association, vol. 107(10), pages 3243-3249, October.
- Cascaldi-Garcia, Danilo, 2017. "News Shocks and the Slope of the Term Structure of Interest Rates : Comment," EMF Research Papers 15, Economic Modelling and Forecasting Group.
- repec:sbe:breart:v:36:y:2016:i:2:a:57454 is not listed on IDEAS
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model,"
Working Paper
2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016.
"Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs,"
Journal of Financial Stability,
Elsevier, vol. 26(C), pages 216-227.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers 201611, School of Economics, University College Dublin.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications 10197/7323, School of Economics, University College Dublin.
- Danny Quah & Thomas J. Sargent, 1993.
"A Dynamic Index Model for Large Cross Sections,"
NBER Chapters,in: Business Cycles, Indicators and Forecasting, pages 285-310
National Bureau of Economic Research, Inc.
- Danny Quah & Thomas J. Sargent, 1992. "A dynamic index model for large cross sections," Discussion Paper / Institute for Empirical Macroeconomics 77, Federal Reserve Bank of Minneapolis.
- Danny Quah & Thomas J. Sargent, 1993. "A Dynamic Index Model for Large Cross Sections," CEP Discussion Papers dp0132, Centre for Economic Performance, LSE.
- Almansour, Aseel & Aslam, Aqib & Bluedorn, John & Duttagupta, Rupa, 2015. "How vulnerable are emerging markets to external shocks?," Journal of Policy Modeling, Elsevier, vol. 37(3), pages 460-483.
- Moss, Charles B. & Shonkwiler, J.S. & Reynolds, John E., 1989.
"Government Payments to Farmers and Real Agricultural Asset Values in the 1980s,"
Journal of Agricultural and Applied Economics,
Cambridge University Press, vol. 21(02), pages 139-153, December.
- Moss, Charles B. & Shonkwiler, John Scott & Reynolds, John E., 1989. "Government Payments To Farmers And Real Agricultural Asset Values In The 1980s," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 21(02), December.
- Koop, Gary & Korobilis, Dimitris, 2016.
"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review,
Elsevier, vol. 81(C), pages 115-131.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- William A. Barnett & Unja Chae & John W. Keating, 2011.
"The Discounted Economic Stock of Money with VAR Forecasting,"
World Scientific Book Chapters,in: Financial Aggregation And Index Number Theory, chapter 4, pages 107-150
World Scientific Publishing Co. Pte. Ltd..
- William Barnett & John Keating & Unja Chae, 2006. "The Discounted Economic Stock of Money with VAR Forecasting," Annals of Finance, Springer, vol. 2(3), pages 229-258, July.
- William Barnett & Unja Chae & John Keating, 2005. "The Discounted Economic Stock of Money with VAR Forecasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200515, University of Kansas, Department of Economics, revised Aug 2005.
- William Barnett & Unja Chae & John Keating, 2005. "The Discounted Economic Stock of Money with VAR Forecasting," Macroeconomics 0508021, EconWPA.
- William A. Barnett & Unja Chae & John W. Keating, 2006. "The discounted economic stock of money with VAR forecasting," Computing in Economics and Finance 2006 51, Society for Computational Economics.
- Marek Jarocinski, 2010.
"Responses to monetary policy shocks in the east and the west of Europe: a comparison,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(5), pages 833-868.
- Marek Jarocinski, 2004. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," CASE Network Studies and Analyses 0287, CASE-Center for Social and Economic Research.
- Jarociński, Marek, 2008. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series 970, European Central Bank.
- Marek Jarocinski, 2006. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers 124, Oesterreichische Nationalbank (Austrian Central Bank).
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017.
"Do precious metal prices help in forecasting South African inflation?,"
The North American Journal of Economics and Finance,
Elsevier, vol. 40(C), pages 63-72.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 03/2015, Stellenbosch University, Department of Economics.
- Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
- Fink, Fabian & Schüler, Yves S., 2015. "The transmission of US systemic financial stress: Evidence for emerging market economies," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 6-26.
- Rangan Gupta & Stephen Miller, 2012.
"“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix,"
The Annals of Regional Science,
Springer;Western Regional Science Association, vol. 48(3), pages 763-782, June.
- Rangan Gupta & Stephen M. Miller, 2009. ""Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working papers 2009-05, University of Connecticut, Department of Economics, revised Jun 2009.
- Rangan Gupta & Stephen M. Miller, 2009. ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers 0902, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Stephen M. Miller, 2009. "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers 200901, University of Pretoria, Department of Economics.
- Helge Berger & Pär Österholm, 2011.
"Does Money matter for U.S. Inflation? Evidence from Bayesian VARs,"
CESifo Economic Studies,
CESifo, vol. 57(3), pages 531-550, September.
- Berger, Helge & Österholm, Pär, 2008. "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers 2008/9, Free University Berlin, School of Business & Economics.
- Pär Österholm & Helge Berger, 2008. "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs," IMF Working Papers 08/76, International Monetary Fund.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015.
"Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility,"
Journal of the Royal Statistical Society Series A,
Royal Statistical Society, vol. 178(4), pages 837-862, October.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Paper 1227, Federal Reserve Bank of Cleveland.
- Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2013. "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers 9312, C.E.P.R. Discussion Papers.
- Michal Franta & Jozef Barunik & Roman Horvath & Katerina Smidkova, 2011. "Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests," Working Papers 2011/10, Czech National Bank, Research Department.
- Bekiros Stelios & Paccagnini Alessia, 2015.
"Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 19(2), pages 107-136, April.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
- Leeper, Eric M. & Zha, Tao, 2003.
"Modest policy interventions,"
Journal of Monetary Economics,
Elsevier, vol. 50(8), pages 1673-1700, November.
- Eric M. Leeper & Tao Zha, 1999. "Modest policy interventions," FRB Atlanta Working Paper 99-22, Federal Reserve Bank of Atlanta.
- Eric M. Leeper & Tao Zha, 2003. "Modest policy interventions," FRB Atlanta Working Paper 2003-24, Federal Reserve Bank of Atlanta.
- Eric M. Leeper & Tao Zha, 2002. "Modest Policy Interventions," NBER Working Papers 9192, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Tao Zha, 2002. "Modest policy interventions," FRB Atlanta Working Paper 2002-19, Federal Reserve Bank of Atlanta.
- Ghent, Andra C., 2009. "Comparing DSGE-VAR forecasting models: How big are the differences?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 864-882, April.
- repec:wsi:gjexxx:v:01:y:2012:i:01:n:s225136121250005x is not listed on IDEAS
- Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015.
"Forecasting day-ahead electricity prices: Utilizing hourly prices,"
Energy Economics,
Elsevier, vol. 50(C), pages 227-239.
- Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013. "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers 13-068/III, Tinbergen Institute.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
- John Y. Campbell & Samuel B. Thompson, 2005.
"Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?,"
Harvard Institute of Economic Research Working Papers
2084, Harvard - Institute of Economic Research.
- John Y. Campbell & Samuel B. Thompson, 2005. "Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?," NBER Working Papers 11468, National Bureau of Economic Research, Inc.
- Pesaran, Hashem & Timmermann, Allan, 2005.
"Real-Time Econometrics,"
Econometric Theory,
Cambridge University Press, vol. 21(01), pages 212-231, February.
- Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
- Pesaran, M Hashem & Timmermann, Allan G, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute for the Study of Labor (IZA).
- M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo Group Munich.
- Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin, 2007.
"Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 3(4), pages 111-144, December.
- Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series 188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
- Caraiani, Petre, 2010. "Forecasting Romanian GDP Using a BVAR Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 76-87, December.
- Chakraborty, Pinaki & Chakraborty, Lekha S, 2006. "Is Fiscal Policy Contracyclical in India: An Empirical Analysis," MPRA Paper 7604, University Library of Munich, Germany.
- Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013.
"Short-term inflation forecasting models for Turkey and a forecast combination analysis,"
Economic Modelling,
Elsevier, vol. 33(C), pages 312-325.
- Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012. "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers 1209, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Colin Bermingham & Antonello D’Agostino, 2014.
"Understanding and forecasting aggregate and disaggregate price dynamics,"
Empirical Economics,
Springer, vol. 46(2), pages 765-788, March.
- D'Agostino, Antonello & Bermingham, Colin, 2010. "Understanding and Forecasting Aggregate and Disaggregate Price Dynamics," Research Technical Papers 8/RT/10, Central Bank of Ireland.
- Bermingham, Colin & D'Agostino, Antonello, 2011. "Understanding and forecasting aggregate and disaggregate price dynamics," Working Paper Series 1365, European Central Bank.
- Kenneth Beauchemin & Saeed Zaman, 2011. "A medium scale forecasting model for monetary policy," Working Paper 1128, Federal Reserve Bank of Cleveland.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016.
"Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
- Kilian, Lutz & Zha, Tao, 1999.
"Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors,"
CEPR Discussion Papers
2334, C.E.P.R. Discussion Papers.
- Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers 99-08, Michigan - Center for Research on Economic & Social Theory.
- Lutz Kilian & Tao Zha, 1999. "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper 99-21, Federal Reserve Bank of Atlanta.
- Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Working Papers 450, Research Seminar in International Economics, University of Michigan.
- Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017. "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers 201701, School of Economics, University College Dublin.
- repec:wly:japmet:v:32:y:2017:i:1:p:103-119 is not listed on IDEAS
- Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
- Kamber, Güneş & Theodoridis, Konstantinos & Thoenissen, Christoph, 2017.
"News-driven business cycles in small open economies,"
Journal of International Economics,
Elsevier, vol. 105(C), pages 77-89.
- Güneş Kamber & Konstantinos Theodoridis & Christoph Thoenissen, 2014. "News-Driven Business Cycles in Small Open Economies," Working Papers 2014017, The University of Sheffield, Department of Economics.
- Gunes Kamber & Konstantinos Theodoridis & Christoph Thoenissen, 2014. "News-driven business cycles in small open economies," CAMA Working Papers 2014-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Laséen, Stefan & Strid, Ingvar, 2013. "Debt Dynamics and Monetary Policy: A Note," Working Paper Series 283, Sveriges Riksbank (Central Bank of Sweden).
- Marek Jarocinski & Albert Marcet, 2013.
"Priors about Observables in Vector Autoregressions,"
Working Papers
684, Barcelona Graduate School of Economics.
- Marek Jarocinski & Albert Marcet, 2013. "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers 929.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department.
- Carriero, A. & Kapetanios, G. & Marcellino, M., 2009.
"Forecasting exchange rates with a large Bayesian VAR,"
International Journal of Forecasting,
Elsevier, vol. 25(2), pages 400-417.
- Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary University of London, School of Economics and Finance.
- A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute.
- Roy H. Webb, 1999. "Two approaches to macroeconomic forecasting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 23-40.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017.
"If the Fed sneezes, who catches a cold?,"
Journal of International Economics,
Elsevier, vol. 108(S1), pages 23-41.
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters,in: NBER International Seminar on Macroeconomics 2016 National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Working Paper Series 2050, European Central Bank.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016.
"Bayesian nonparametric sparse seemingly unrelated regression model (SUR),"
Working Papers
2016:20, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Luca Rossini, 2016. "Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR)," Papers 1608.02740, arXiv.org, revised Jul 2017.
- Theodoridis, Konstantinos & Zanetti, Francesco, 2014.
"News and labour market dynamics in the data and in matching models,"
Bank of England working papers
488, Bank of England.
- Francesco Zanetti & Konstantinos Theodoridis, 2014. "News and Labor Market Dynamics in the Data and in Matching Models," Economics Series Working Papers 699, University of Oxford, Department of Economics.
- Pirschel, Inske & Wolters, Maik H., 2014.
"Forecasting German key macroeconomic variables using large dataset methods,"
Kiel Working Papers
1925, Kiel Institute for the World Economy (IfW).
- Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
- Louzis Dimitrios P., 2016.
"Steady-state priors and Bayesian variable selection in VAR forecasting,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 20(5), pages 495-527, December.
- Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, Bank of Greece.
- Berg, Tim O. & Henzel, Steffen R., 2015.
"Point and density forecasts for the euro area using Bayesian VARs,"
International Journal of Forecasting,
Elsevier, vol. 31(4), pages 1067-1095.
- Berg, Tim Oliver & Henzel, Steffen, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79783, Verein für Socialpolitik / German Economic Association.
- Tim Oliver Berg & Steffen Henzel, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series 155, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Tim Oliver Berg & Steffen Henzel, 2014. "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series 4711, CESifo Group Munich.
- Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.
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"Can Macroeconomists Get Rich Forecasting Exchange Rates?,"
Economics Series
305, Institute for Advanced Studies.
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- Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics and Business, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014.
"Using large data sets to forecast sectoral employment,"
Statistical Methods & Applications,
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- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working papers 2011-02, University of Connecticut, Department of Economics, revised Aug 2012.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 1106, University of Nevada, Las Vegas , Department of Economics.
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"Incorporating Judgement in Fan Charts,"
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"Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR,"
Working Papers
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- Andrea Pescatori & Stefan Laseen, 2016. "Financial Stability and Interest-Rate Policy; A Quantitative Assessment of Costs and Benefits," IMF Working Papers 16/73, International Monetary Fund.
- Gary M. Koop, 2013.
"Forecasting with Medium and Large Bayesian VARS,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
- Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
- Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
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- Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias, 2012.
"A latent variable approach to forecasting the unemployment rate,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 31(3), pages 229-244, April.
- C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008.
"Evaluating an estimated new Keynesian small open economy model,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(8), pages 2690-2721, August.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers 6027, C.E.P.R. Discussion Papers.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series 203, Sveriges Riksbank (Central Bank of Sweden).
- Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017.
"Forecasting Global Equity Indices Using Large Bayesian Vars,"
Bulletin of Economic Research,
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