Forecasting and turning point predictions in a Bayesian panel VAR model
DOI10.1016/S0304-4076(03)00216-1zbMATH Open1282.62211OpenAlexW3122925388WikidataQ60147641 ScholiaQ60147641MaRDI QIDQ2439062FDOQ2439062
Authors: Fabio Canova, Matteo Ciccarelli 
Publication date: 7 March 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00216-1
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- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Forecasting and turning point predictions in a Bayesian panel VAR model
- Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
Cited In (22)
- Forecasting and turning point predictions in a Bayesian panel VAR model
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
- Forecasting inflation across Euro area countries and sectors: a panel VAR approach
- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies
- Bayesian Dynamic Tensor Regression
- Bayesian Nonparametric Panel Markov-Switching GARCH Models
- A multi-country approach to forecasting output growth using PMIs
- Model-based approach for scenario design: stress test severity and banks' resiliency
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Evaluating panel data forecasts under independent realization
- Bayesian nonparametric sparse VAR models
- Size, openness, and macroeconomic interdependence
- Are European business cycles close enough to be just one?
- Robust open Bayesian analysis: overfitting, model uncertainty, and endogeneity issues in multiple regression models
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?
- Do Islamic and conventional banks really differ? A panel data statistical analysis
- Institutions and growth: a GMM/IV panel VAR approach
- Some statistical aspects of methods for detection of turning points in business cycles
- A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies
- Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
- Global prediction of recessions
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