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Bayesian VARs: Specification Choices and Forecast Accuracy. (2011). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8273.

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  2. Stochastic Modeling of Food Insecurity. (2020). Spencer, Phoebe Girouard ; Chamorro, Andres Fernando ; Johannes, Bo Pieter ; Wang, Dieter.
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  3. Forecasting using Bayesian VARs: A Benchmark for STREAM. (2018). Ruisi, Germano ; Borg, Ian.
    In: CBM Working Papers.
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  4. GDP nowcasting: application and constraints in a small open developing economy. (2017). Madhou, Ashwin ; Ramiah, Vikash ; Moosa, Imad ; Sewak, Tayushma.
    In: Applied Economics.
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  5. Large Bayesian VARMAs. (2016). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:192:y:2016:i:2:p:374-390.

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  6. Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris.
    In: Computational Statistics & Data Analysis.
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  7. A Bayesian VAR benchmark for COMPASS. (2016). Sokol, Andrej ; Monti, Francesca ; Domit, Silvia .
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  8. Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania. (2015). Nalban, Valeriu.
    In: International Journal of Economic Sciences.
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  9. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: MPRA Paper.
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  10. Large Bayesian VARMAs. (2014). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Joshua C C Chan, ; Joshua C C Chan, .
    In: Working Papers.
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  11. Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
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  12. The Impact of Monetaru Policy on the Romanian Economy. (2014). Dedu, Vasile ; STOICA, Tiberiu .
    In: Journal for Economic Forecasting.
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  13. Large Bayesian VARMAs. (2014). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Joshua C. C. Chan, .
    In: Working Paper series.
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  14. Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: Working Paper series.
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  15. Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands. (2014). Winker, Peter ; Staszewska-Bystrova, Anna.
    In: Central European Journal of Economic Modelling and Econometrics.
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  16. Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
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  17. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus.
    In: Working Papers.
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  18. Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
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  19. Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, .
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  20. Evaluating alternative models of trend inflation. (2014). Doh, Taeyoung ; Clark, Todd.
    In: International Journal of Forecasting.
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  21. Forecasting with dimension switching VARs. (2014). Koop, Gary.
    In: International Journal of Forecasting.
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  22. Large Bayesian VARMAs. (2014). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua.
    In: SIRE Discussion Papers.
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  23. Model Uncertainty in Panel Vector Autoregressive Models.. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:586.

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  24. Large Bayesian VARMAs. (2014). Chan, Joshua C. C., ; Koop, Gary ; Eisenstat, Eric.
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
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  25. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2013). Koop, Gary.
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  26. Real-Time Forecasting with a Mixed-Frequency VAR. (2013). Song, Dongho ; Schorfheide, Frank.
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  27. Evaluating the accuracy of forecasts from vector autoregressions. (2013). McCracken, Michael ; Clark, Todd.
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  28. It’s not just for inflation: The usefulness of the median CPI in BVAR forecasting. (2013). Zaman, Saeed ; Meyer, Brent.
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  29. Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris.
    In: Journal of Econometrics.
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  30. Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune .
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  31. Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon .
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  32. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2013). Koop, Gary ; Gary, Koop .
    In: SIRE Discussion Papers.
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  33. Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility. (2013). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: CEPR Discussion Papers.
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  34. Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: Working Paper series.
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  35. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2012). Koop, Gary.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:4:y:2012:i:3:p:143-167.

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  36. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
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  37. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
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  38. Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune.
    In: Working Papers.
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  39. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
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  40. Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
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  41. Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Journal of Banking & Finance.
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  42. Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: SIRE Discussion Papers.
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  43. Prior selection for vector autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Paper Series.
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  44. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/106648.

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  45. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8755.

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  46. Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters. (2012). Theodoridis, Konstantinos ; mumtaz, haroon ; Barnett, Alina.
    In: Bank of England working papers.
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  41. A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model. (2009). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2009-10.

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  42. A COMPARISON OF FORECAST PERFORMANCE BETWEEN FEDERAL RESERVE STAFF FORECASTS, SIMPLE REDUCED-FORM MODELS, AND A DSGE MODEL. (2009). Kiley, Michael ; Laforte, Jean-Philippe ; Edge, Rochelle M..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2009-03.

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  43. Business cycles in the euro area. (2009). Giannone, Domenico ; Lenza, Michele ; Reichlin, Lucrezia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091010.

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  44. Does the Fed Respond to Oil Price Shocks?. (2009). Lewis, Logan ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7594.

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  45. Do Local Projections Solve the Bias Problem in Impulse Response Inference?. (2009). Kim, Yun Jung ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7266.

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  46. Business Cycles in the Euro Area. (2009). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7124.

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  47. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-11.

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  48. Business Cycles in the Euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14529.

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  49. Phillips Curve Inflation Forecasts. (2008). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14322.

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  50. Business Cycles in the euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_040.

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