Forecasting mortality with international linkages: a global vector-autoregression approach
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Cites work
- A Bayesian non-parametric model for small population mortality
- A class of random field memory models for mortality forecasting
- A common age effect model for the mortality of multiple populations
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
- A forecast reconciliation approach to cause-of-death mortality modeling
- A gravity model of mortality rates for two related populations
- Basis risk modelling: a cointegration-based approach
- Coherent forecasting of mortality rates: a sparse vector-autoregression approach
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- Forecasting mortality rate improvements with a high-dimensional VAR
- Forecasting multiple functional time series in a group structure: an application to mortality
- Gompertz law revisited: forecasting mortality with a multi-factor exponential model
- Identifiability, cointegration and the gravity model
- Measuring Basis Risk in Longevity Hedges
- Modeling and forecasting U.S. mortality. (With discussion)
- Modelling and forecasting government bond spreads in the euro area: a GVAR model
- Panel vector autoregressive models: a survey
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
- Robust forecasting of mortality and fertility rates: a functional data approach
- Tests of Conditional Predictive Ability
- The choice of sample size for mortality forecasting: a Bayesian learning approach
Cited in
(7)- Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
- Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
- Forecasting mortality rate improvements with a high-dimensional VAR
- Multi-population mortality modelling: a Bayesian hierarchical approach
- Modelling mortality: A bayesian factor-augmented var (favar) approach
- Modeling mortality with a Bayesian vector autoregression
- Mortality forecasting with a spatially penalized smoothed VAR model
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