Pages that link to "Item:Q4720639"
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The following pages link to Forecasting and conditional projection using realistic prior distributions (Q4720639):
Displaying 50 items.
- Forecasting the term structure of government bond yields (Q94953) (← links)
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Large Bayesian VARMAs (Q281043) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Using large data sets to forecast sectoral employment (Q520398) (← links)
- The diversity of forecasts from macroeconomic models of the US economy (Q540415) (← links)
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach (Q627072) (← links)
- The discounted economic stock of money with VAR forecasting (Q665721) (← links)
- Using spatial contiguity as prior information in vector autoregressive models (Q674072) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- State space modeling of time series: A review essay (Q921819) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- Time-varying linear regression via flexible least squares (Q1116593) (← links)
- Exact predictive densities for linear models with ARCH disturbances (Q1118320) (← links)
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- A Gibbs sampling approach to estimation and prediction of time-varying-parameter models. (Q1129248) (← links)
- A Bayesian approach to state space multivariate time series modeling (Q1193512) (← links)
- Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779) (← links)
- Forecasting time series with common seasonal patterns (with discussion) (Q1203075) (← links)
- Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions (Q1314479) (← links)
- A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
- Do open market operations matter? (Q1350687) (← links)
- A common framework for estimating multivariate autoregressive index models (Q1361519) (← links)
- Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
- Aggregation of space-time processes. (Q1421310) (← links)
- A Bayesian approach to dynamic macroeconomics (Q1586547) (← links)
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309) (← links)
- Modelling breaks and clusters in the steady states of macroeconomic variables (Q1623520) (← links)
- Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR (Q1656366) (← links)
- Priors about observables in vector autoregressions (Q1740294) (← links)
- Inference in dynamic models containing 'surprise' variables (Q1822190) (← links)
- A Bayesian vector error correction model for forecasting exchange rates. (Q1870845) (← links)
- Typologies of linear dynamic systems and models (Q1918124) (← links)
- Controlling spurious drift (Q1927533) (← links)
- A simple recursive forecasting model (Q1929086) (← links)
- Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research (Q2070688) (← links)
- The spillovers from US monetary policy to Asian economies (Q2086234) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Inference in Bayesian additive vector autoregressive tree models (Q2135338) (← links)
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- Reducing the state space dimension in a large TVP-VAR (Q2190242) (← links)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- Optimal consumption with time-inconsistent preferences (Q2206007) (← links)
- Modeling mortality with a Bayesian vector autoregression (Q2212139) (← links)
