Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula
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Cites work
- A real-time data set for macroeconomists
- A review of copula models for economic time series
- An introduction to copulas.
- Bayesian multivariate time series methods for empirical macroeconomics
- Bayesian nonparametric vector autoregressive models
- Bayesian semiparametric stochastic volatility modeling
- COPAR -- multivariate time series modeling using the copula autoregressive model
- Efficient simulation and integrated likelihood estimation in state space models
- Explaining variational approximations
- High dimensional dynamic stochastic copula models
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Kernel bandwidth optimization in spike rate estimation
- Modeling covariance matrices via partial autocorrelations
- Modeling Dependence in High Dimensions With Factor Copulas
- Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models
- Particle efficient importance sampling
- Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- Slice sampling mixture models
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The Impact of Uncertainty Shocks
- The t Copula and Related Copulas
- Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
- Vine copula specifications for stationary multivariate Markov chains
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