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Steady-state priors for vector autoregressions. (2009). Villani, Mattias.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:24:y:2009:i:4:p:630-650.

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  54. Do inflation expectations granger cause inflation?. (2018). Österholm, Pär ; Osterholm, Par ; Stockhammar, Par.
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  58. Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
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  60. Global Trends in Interest Rates. (2018). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco.
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  61. Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis.
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  63. The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43. (2018). Brand, Claus ; Bielecki, Marcin ; Penalver, Adrian.
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  66. The importance of the financial system for the real economy. (2017). Ankargren, Sebastian ; Shahnazarian, Hovick ; Bjellerup, Mrten.
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  67. Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco.
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  86. Do Inflation Expectations Granger Cause Inflation?. (2016). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
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  93. Exchange rate forecasting with DSGE models. (2016). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele ; Michele Ca, .
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  94. Have Standard VARs Remained Stable Since the Crisis?. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Aastveit, Knut Are.
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  95. Challenges for Central Banks Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper.
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    In: NBER Working Papers.
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  22. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12772.

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  23. Bayesian inference for the mixed conditional heteroskedasticity model. (2006). Rombouts, Jeroen ; Bauwens, Luc.
    In: Cahiers de recherche.
    RePEc:iea:carech:0607.

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  24. A bivariate model of Fed and ECB main policy rates. (2006). Scotti, Chiara.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:875.

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  25. Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3. (2006). Warne, Anders.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006692.

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  26. Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market. (2006). Lubrano, Michel ; Bauwens, Luc ; Luc, Bauwens ; Michel, LUBRANO.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2006027.

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  27. Multivariate mixed normal conditional heteroskedasticity. (2006). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc ; Luc, Bauwens.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2006007.

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  28. Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market. (2006). Lubrano, Michel ; Bauwens, Luc.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2006050.

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  29. Multivariate mixed normal conditional heteroskedasticity. (2006). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2006012.

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  30. Dynamic Analysis and Forecasts of Rough Rice Price under Government Price Support Program: An Application of Bayesian VAR. (2006). Salassi, Michael E. ; No, Sung Chul.
    In: 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida.
    RePEc:ags:saeaso:35279.

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  31. Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. (2005). Verbeek, Marno ; Rombouts, Jeroen.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:40.

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  32. Forecast Combination and Model Averaging using Predictive Measures. (2005). Karlsson, Sune ; Eklund, Jana.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0191.

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  33. Bayesian inference for the mixed conditional heteroskedasticity model. (2005). Rombouts, Jeroen ; Bauwens, Luc ; Luc, Bauwens.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2005058.

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  34. Forecast Combination and Model Averaging Using Predictive Measures. (2005). Karlsson, Sune ; Eklund, Jana.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5268.

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  35. Bayesian inference for the mixed conditional heteroskedasticity model. (2005). Rombouts, Jeroen ; Bauwens, Luc.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2005085.

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  36. On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks. (2005). van Dijk, Herman ; KAASHOEK, Johan F. ; Hoogerheide, Lennart F..
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2005029.

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  37. Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling. (2004). KAASHOEK, Johan F. ; Hoogerheide, Lennart F..
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:74.

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  38. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10220.

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  39. Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. (2004). Verbeek, Marno ; Rombouts, Jeroen.
    In: Cahiers de recherche.
    RePEc:iea:carech:0414.

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  40. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-03.

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  41. BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS. (2004). Rombouts, Jeroen ; Bauwens, Luc.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:370.

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  42. Testing and Estimating Persistence in Canadian Unemployment.. (2003). Mikhail, O. ; HANDA, JAGDISH ; EBERWEIN, Curtis J..
    In: Econometrics.
    RePEc:wpa:wuwpem:0311004.

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  43. Bayesian clustering of many GARCH models. (2003). Rombouts, Jeroen ; Bauwens, Luc.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2003087.

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  44. TESTING FOR COINTEGRATION RANK USING BAYES FACTORS. (2002). Sugita, Katsuhiro.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:654.

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  45. Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration. (2002). Kunst, Robert.
    In: Economics Series.
    RePEc:ihs:ihsesp:121.

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  46. The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options. (2002). Darsinos, Theofanis ; Satchell, Stephen E..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0217.

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  47. A system approach for measuring the euro area NAIRU. (2001). Mestre, Ricardo ; Fabiani, Silvia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20010065.

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  48. Smooth Transition Garch Models : a Baysian Perspective. (2001). Lubrano, Michel.
    In: Discussion Papers (REL - Recherches Economiques de Louvain).
    RePEc:ctl:louvre:2001032.

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  49. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information. (2001). Darsinos, Theofanis ; Satchell, Stephen.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0116.

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  50. Smooth transition GARCH models: a Bayesian perspective. (1998). Lubrano, Michel.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:1998066.

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