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Hierarchical shrinkage priors for dynamic regressions with many predictors. (2013). Korobilis, Dimitris.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:29:y:2013:i:1:p:43-59.

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  8. The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach. (2020). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan.
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  28. The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study. (2013). Henzel, Steffen ; Mayr, Johannes .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:24:y:2013:i:c:p:1-24.

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  29. Panel vector autoregressive models: a survey. (2013). Ciccarelli, Matteo ; Canova, Fabio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131507.

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  30. Panel Vector Autoregressive Models: A Survey. (2013). Ciccarelli, Matteo ; Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9380.

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  31. Nowcasting Czech GDP in Real Time. (2013). Rusnák, Marek.
    In: Working Papers.
    RePEc:cnb:wpaper:2013/06.

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  32. Nets: Network Estimation for Time Series. (2013). Brownlees, Christian ; Barigozzi, Matteo.
    In: Working Papers.
    RePEc:bge:wpaper:723.

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  33. Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression. (2013). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Patrick J. F. Groenen, ; Heij, Christiaan .
    In: CREATES Research Papers.
    RePEc:aah:create:2013-16.

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  34. 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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  35. Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs. (2012). Ricco, Giovanni ; Ellahie, Atif.
    In: MPRA Paper.
    RePEc:pra:mprapa:42105.

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  36. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18467.

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  37. Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1227.

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  38. Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047.

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  39. Prior selection for vector autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121494.

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  40. Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?. (2012). KAABIA, Olfa ; Guesmi, Khaled.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-46.

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  41. Money, credit, monetary policy and the business cycle in the euro area. (2012). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8944.

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

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  43. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:07/rt/12.

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  44. Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models.. (2011). Ouysse, Rachida.
    In: Discussion Papers.
    RePEc:swe:wpaper:2012-03.

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  45. Hierarchical Shrinkage in Time-Varying Parameter Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, .
    In: Working Paper series.
    RePEc:rim:rimwps:35_11.

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  46. Hierarchical shrinkage in time-varying parameter models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel, Belmonte .
    In: MPRA Paper.
    RePEc:pra:mprapa:31827.

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  47. Hierarchical shrinkage priors for dynamic regressions with many predictors. (2011). Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:30380.

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  48. Monetary Policy and Risk-Premium Shocks in Hungary; Results from a Large Bayesian VAR. (2011). Carare, Alina ; Popescu, Adina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/259.

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  49. Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach. (2011). Kim, Tae Bong ; Foerster, Andrew ; Chiu, Ching-Wai (Jeremy) ; Seoane, Hernan D. ; Eraker, Bjorn .
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-11.

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  50. Infinite-dimensional VARs and factor models. (2011). Pesaran, M ; Chudik, Alexander.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:4-22.

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  51. Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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  52. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

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  53. Hierarchical shrinkage priors for dynamic regressions with many predictors. (2011). Korobilis, Dimitris.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2011021.

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  54. Forecasting Government Bond Yields with Large Bayesian VARs. (2010). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7796.

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  55. Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/13.

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  56. Forecasting the fragility of the banking and insurance sector. (2009). Bernoth, Kerstin ; Pick, Andreas.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:202.

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  57. Forecasting Exchange Rates with a Large Bayesian VAR. (2008). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G..
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/33.

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