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Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios.
In: Working Papers.
RePEc:bog:wpaper:204.

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  1. Theoretical model used for macroeconomic analysis. (2016). Cristina, SACALA ; Anghelache, Constantin.
    In: Romanian Statistical Review Supplement.
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  2. The determinants of new firms’ export performance. (2016). Danchev, Svetoslav ; Valavanioti, Evangelia ; Giotopoulos, Ioannis ; Vettas, Nikos .
    In: Economic Bulletin.
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  3. Bank recapitalisation: a necessary but not sufficient condition for resuming lending. (2016). Kalfaoglou, Faidon.
    In: Economic Bulletin.
    RePEc:bog:econbl:y:2016:i:43:p:55-75.

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  4. The Greek brain drain: the new pattern of Greek emigration during the recent crisis. (2016). Lazaretou, Sophia .
    In: Economic Bulletin.
    RePEc:bog:econbl:y:2016:i:43:p:31-53.

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  5. The transition to the new methodology for the compilation of balance of payments statistics – BPM6. (2016). Belli, Styliani ; Backinezos, Constantina.
    In: Economic Bulletin.
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References

References cited by this document

  1. Österholm. P. (2012). The limited usefulness of macroeconomic Bayesin VARs when estimating the probability of a US recession. Journal of Macroeconomics. 34, 76-86.
    Paper not yet in RePEc: Add citation now

  2. Bauwens, L., Koop, G., Korobilis, D. & Rombouts J.V.K. (2015). The contribution of structural break models to forecasting macroeconomic series. Journal of Applied Econometrics. 30, 596-620.

  3. Beechey, M. & Österholm. P. (2010). Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors. International Journal of forecasting. 26, 248-264.

  4. Carriero, A. Mumtaz, H. & Theophilopoulou, A. (2015). Macroeconomic information, structural change and the prediction of fiscal aggregates. International Journal of Forecasting. 31, 325-348.

  5. Carter, C., & Kohn, R. (1994). On Gibbs sampling for state space models. Biometrika. 81, 541-553.
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  6. Chan, J.C. & Koop, G. (2014). Modelling breaks and clusters in steady states of macroeconomic variables. Computational Statistics & Data Analysis. 76, 186-193.

  7. Clark, T.E. (2011). Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility. Journal of Business and Economics Statistics. 29, 327-341.

  8. D'Agostino, A., Gambetti, L., & Giannone, D. (2013). Macroeconomic forecasting and structural change. Journal of Applied Econometrics. 28, 82-101.

  9. Faust, J. & Wright, J.H. (2013). Forecasting Inflation. Handbook of Economic Forecasting. 2(Part A), 3-56.
    Paper not yet in RePEc: Add citation now

  10. Primiceri, G.E. (2005). Time varying structural vector autoregressions and monetary policy. The Review of Economic Studies. 72, 821-852.

  11. Villani, M. (2009). Steady‐state priors for vector autoregressions. Journal of Applied Econometrics. 24, 630-650.

  12. Wright, J.H. (2013). Evaluating real-time VAR forecasts with an informative democratic prior. Journal of Applied Econometrics. 28, 762-776.

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