Dynamic prediction pools: an investigation of financial frictions and forecasting performance (Q281046): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.02.006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123285437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle Markov Chain Monte Carlo Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-varying combinations of predictive densities using nonlinear filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: The external finance premium and the macroeconomy: US post-WWII evidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalised density forecast combinations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal prediction pools / rank
 
Normal rank
Property / cites work
 
Property / cites work: Combining predictive distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian model averaging: A tutorial. (with comments and a rejoinder). / rank
 
Normal rank
Property / cites work
 
Property / cites work: FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4164707 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: VAR forecasting under misspecification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confronting model misspecification in macroeconomics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian model averaging and exchange rate forecasts / rank
 
Normal rank

Latest revision as of 23:13, 11 July 2024

scientific article
Language Label Description Also known as
English
Dynamic prediction pools: an investigation of financial frictions and forecasting performance
scientific article

    Statements

    Dynamic prediction pools: an investigation of financial frictions and forecasting performance (English)
    0 references
    0 references
    0 references
    0 references
    10 May 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian estimation
    0 references
    DSGE models
    0 references
    financial frictions
    0 references
    forecasting
    0 references
    Great Recession
    0 references
    linear prediction pools
    0 references
    0 references