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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2010). Koop, Gary ; Korobilis, Dimitris.
In: Foundations and Trends(R) in Econometrics.
RePEc:now:fnteco:0800000013.

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  92. Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof.
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  93. On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L.
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  94. Search Frictions and Evolving Labour Market Dynamics. (2021). Wang, Bingsong ; Martin, Chris ; Ellington, Michael.
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  95. Market finance as a spare tyre? Corporate investment and access to bank credit in Europe. (2021). Rusinova, Desislava ; Maurin, Laurent ; Andersson, Malin.
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  96. Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail.
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  97. Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin.
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  98. Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios.
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  99. AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima.
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  100. Food Price Elasticities for Policy Interventions: Estimates from a Virtual Supermarket Experiment in a Multistage Demand Analysis with (Expert) Prior Information. (2021). Hassan, Andres Ramirez ; Nghiem, Nhung ; Jacobi, Liana ; Blakely, Tony ; Ramirezhassan, Andres.
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  101. Minimum information management and price?abundance relationships in a fishery. (2021). Marvasti, Akbar ; Dakhlia, Sami.
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  102. Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi.
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  103. Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua.
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  104. Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan.
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  105. Fiscal policy and growth-inequality tradeoffs: Bayesian evidence from Cote d’Ivoire. (2021). Yeboua, Kouassi.
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  106. Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances. (2020). Rieth, Malte ; Piffer, Michele ; Hachula, Michael.
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  107. Central bank information shocks and exchange rates. (2020). Franz, Thorsten.
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  108. Partial pooling with cross-country priors: An application to house price shocks. (2020). Roth, Markus.
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  109. Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation. (2020). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana.
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  110. Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO.
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  111. Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
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  112. Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions. (2020). West, Mike.
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  113. Is there a National Housing Market Bubble Brewing in the United States?. (2020). GUPTA, RANGAN ; Ma, Jun ; Wohar, Mark E ; Theodoridis, Konstantinos.
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  114. Central Bank Communication: Information and Policy shocks. (2020). Ostapenko, Nataliia.
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  115. Central Bank Communication: Information and Policy shocks. (2020). Ostapenko, Nataliia.
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  116. Monetary policy, uncertainty and COVID-19. (2020). pinshi, christian.
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  117. COVID-19 uncertainty and monetary policy. (2020). pinshi, christian.
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  118. Uncertainty, monetary policy and COVID-19. (2020). pinshi, christian.
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  119. Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru. (2020). Rodríguez, Gabriel ; Martinez, Jefferson.
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  120. Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data. (2020). Siliverstovs, Boriss ; Wochner, Daniel.
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  121. Identification of SVAR Models by Combining Sign Restrictions With External Instruments. (2020). Braun, Robin ; Brüggemann, Ralf ; Bruggemann, Ralf.
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  122. Unemployment Forecasts: Room for Improvement?. (2020). Adema, Yvonne ; Kuijpers, Sonny ; Heuvelen, Gerrit Hugo ; Folmer, Kees ; Scheer, Bas ; Luginbuhl, Rob.
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  123. Forecasting Financial Networks. (2020). Caraiani, Petre.
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  124. Market Power, NAIRU, and the Phillips Curve. (2020). Zweig, Derek.
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  125. Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries*. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Bd, Ronald Ratti ; Kang, Wensheng .
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  126. COVID-19 uncertainty and monetary policy. (2020). pinshi, christian.
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  127. Should We Be Puzzled by Forward Guidance?. (2020). Smith, Andrew ; Bundick, Brent.
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  128. BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R. (2020). Huber, Florian ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian.
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  129. Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach. (2020). Meyer, Renate ; Kirch, Claudia ; Meier, Alexander.
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  130. Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki.
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  131. Transmission of monetary policy in times of high household debt. (2020). Lim, Hyunjoon ; Kim, Youngju.
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  132. Monetary policy news in the US: Effects on emerging market capital flows. (2020). Vasishtha, Garima ; Dahlhaus, Tatjana.
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  133. The third round of euro area enlargement: Are the candidates ready?. (2020). Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan.
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  134. Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity. (2020). Poon, Aubrey ; Hou, Chenghan ; Cross, Jamie L.
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  135. Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W.
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  136. The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). Rodríguez, Gabriel ; Guevara, Carlos.
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  137. Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
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  138. Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele.
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  139. Identification of structural vector autoregressions by stochastic volatility. (2020). Braun, Robin ; Bertsche, Dominik.
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  140. FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor .
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  141. Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia.
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  144. Forecast uncertainty, disagreement, and the linear pool. (2019). Knüppel, Malte ; Kruger, Fabian ; Knuppel, Malte.
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  145. Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey.
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  146. Search Frictions and Evolving Labour Market Dynamics. (2019). Wang, Bingsong ; Martin, Chris ; Ellington, Michael.
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  147. Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael.
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  148. A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions. (2019). Valcarcel, Victor (Vic) ; Kelly, Logan ; Smith, Lee A ; Keating, John W.
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  149. Steady‐state modeling and macroeconomic forecasting quality. (2019). Louzis, Dimitrios.
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  150. Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance. (2019). van Dijk, Herman ; Ravazzollo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
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  151. Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena.
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  152. Weakness of investment in Portugal: what role do credit supply and fiscal consolidation shocks play?. (2019). Maurin, Laurent.
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  153. Large Bayesian vector autoregressive forecasting for regions: A comparison of methods based on alternative disturbance structures. (2019). LeSage, James ; Hendrikz, Daniel.
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  154. Millionaires or Job Creators: What Really Happens to Employment Growth When You Stick It to the Rich?. (2019). Murray, Matthew N ; Houndonougbo, Ahiteme N.
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  155. Inflation Contagion Effects in the Baltic Countries: A Time-varying Coefficients VAR with Stochastic Volatility Analysis. (2019). Barna, Flavia ; Dima, Tefana Maria.
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  156. The Demand Origins of Business Cycles. (2019). Schwartzman, Felipe ; Matthes, Christian.
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  157. Estimación de un Índice de Condiciones Financieras para el Perú. (2019). Pérez Forero, Fernando ; Nivin, Rafael.
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  158. The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission. (2019). Chen, Zhengyang.
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  159. High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris.
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  160. A new approach to estimation of actively managed component of foreign exchange reserves. (2019). Dbrowski, Marek A.
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  161. Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries. (2019). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
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  162. The Third Round of the Euro Area Enlargement: Are the Candidates Ready?. (2019). Deskar-Škrbić, Milan ; Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan.
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  163. Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models. (2019). Rossini, Luca ; Bohte, Rick.
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  164. What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?. (2019). Schwartzman, Felipe ; Matthes, Christian.
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  165. Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua .
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  166. An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana.
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  167. Large Bayesian vector autoregressions. (2019). Chan, Joshua.
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  168. Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena.
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  169. Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan. (2019). Noor, Farzana ; Iqbal, Farhan ; Akbar, Muhammad.
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  170. Time-varying government spending multipliers in the UK. (2019). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian.
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  171. Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena.
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  172. Forecasting cryptocurrencies under model and parameter instability. (2019). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo.
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  173. Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela.
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  174. Oil prices, fundamentals and expectations. (2019). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph P.
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  175. Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie .
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  176. Adaptive hierarchical priors for high-dimensional vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris.
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  177. Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D.
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  178. On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie.
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  179. Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles. (2019). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhuang, Xin-Tian ; Xiong, Xiong.
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  180. Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia.
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  181. The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model. (2019). Ben Amar, Amine.
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  182. Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses. (2019). Piffer, Michele ; Bruns, Martin.
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  183. Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna.
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  184. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro.
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  185. Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima.
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  186. Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data. (2019). Fasianos, Apostolos ; Evgenidis, Anastasios.
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  187. Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick.
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  188. Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo.
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  189. Approximation Properties of Variational Bayes for Vector Autoregressions. (2019). Hajargasht, Gholamreza.
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  190. Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik.
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  191. Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
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  192. A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations. (2018). Koop, Gary ; Clark, Todd ; Chan, Joshua.
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  193. The Zero Lower Bound and Endogenous Uncertainty. (2018). Throckmorton, Nathaniel ; Richter, Alexander ; Plante, Michael.
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  194. New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks. (2018). Rabitsch, Katrin ; Lukmanova, Elizaveta .
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  195. New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks. (2018). Rabitsch, Katrin ; Lukmanova, Elizaveta.
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  196. The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach. (2018). Poon, Aubrey.
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  197. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
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  198. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
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  199. Bayesian Estimation of Fractionally Integrated Vector Autoregressions and an Application to Identified Technology Shocks. (2018). O'Hara, Keith ; Doppelt, Ross.
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  200. Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses. (2018). Piffer, Michele ; Bruns, Martin.
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  201. Oil Price Shocks and Uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
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  202. Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques. (2018). YAYA, OLAOLUWA ; Akanbi, Olawale B ; Yaaba, Baba N ; Olubusoye, Olusanya E ; Tumala, Mohammed M.
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  203. Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi.
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  204. Targeting financial stress as opposed to the exchange rate. (2018). Raputsoane, Leroi.
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  205. Global Commodity Prices and Global Stock Volatility Shocks. (2018). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
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  206. Bayesian hierarchical vector autoregressive models for patient-level predictive modeling. (2018). Madigan, David ; Burton, Chris ; Cleveland, Harrington ; Zheng, Yao ; Lu, Feihan.
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  207. The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach. (2018). Rodríguez, Gabriel ; Guevara, Carlos.
    In: Documentos de Trabajo / Working Papers.
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  208. Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey.
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  209. Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
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  210. A proposal for a micro-territorial well-being index: the WIT. (2018). Serati, Massimiliano ; Pacicco, Fausto.
    In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics.
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  211. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia.
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  212. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
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  213. How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis. (2018). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana .
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  214. Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian ; Ma, Jun.
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  215. Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa.
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  216. Time-varying effects of cyclical fluctuations in Chinas energy industry on the macro economy and carbon emissions. (2018). Lin, Boqiang ; He, Yongda.
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  217. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T.
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  218. Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E.
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  219. Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
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  220. Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
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  221. Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo.
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  222. Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica.
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  223. Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo.
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  224. Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro.
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  225. Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica.
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  226. Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto.
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  227. Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam.
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  228. Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts. (2017). Knüppel, Malte ; Kruger, Fabian ; Knuppel, Malte.
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  229. Investors favourite - A different look at valuing individual labour income. (2017). Weigt, Till ; Diesteldorf, Jeanne ; Gossling, Fabian ; Voelzke, Jan .
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  230. U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules. (2017). Chang, Yoosoon ; Kwak, Boreum .
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  231. A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output. (2017). Grant, Angelia ; Chan, Joshua.
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  232. The Early Millennium Slowdown: Replicating the Peersman (2005) Results. (2017). Grant, Angelia.
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  233. GDP nowcasting: application and constraints in a small open developing economy. (2017). Madhou, Ashwin ; Ramiah, Vikash ; Moosa, Imad ; Sewak, Tayushma.
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  234. Time-Varying and Regional Dynamics in Swiss Housing Markets. (2017). Funk, Anne Kathrin ; Drechsel, Dirk .
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  235. The importance of the financial system for the real economy. (2017). Ankargren, Sebastian ; Shahnazarian, Hovick ; Bjellerup, Mrten.
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  236. Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs. (2017). Louzis, Dimitrios.
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  237. Dışa Açıklık ile İşsizlik Arasındaki İlişki: Seçilmiş AB Ülkeleri ve Türkiye Üzerine Zamana Göre Değişen Parametreli Bir Analiz Algıları. (2017). TÜZÜN, Osman ; Eknc, Ramazan ; Ceylan, Fatih ; Tuzun, Osman ; Kahyaolu, Hakan .
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  238. Time-Varying and Regional Dynamics in Swiss Housing Markets. (2017). Drechsel, Dirk ; Funk, Anne Kathrin.
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  239. Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approac. (2017). и управления Мир экономики, .
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  240. Changes in the Liquidity Effect Over Time: Evidence from Four Monetary Policy Regimes. (2017). van Lill, Dawid Johannes .
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  241. Monetary Policy Transmission Mechanism in Namibia: A Bayesian VAR Approach. (2017). Ps, Johannes.
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  242. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
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  243. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
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  244. Time Varying VAR Analysis for Disaggregated Exchange Rate Pass-through in Tunisia. (2017). Dahem, Ahlem ; Fatma, Siala Guermazi ; Skander, Slim .
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  245. Bayesian approach to evaluate the impact of external shocks on Russian macroeconomics indicators. (2017). , Shevelev.
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  246. FISS - A Factor Based Index of Systemic Stress in the Financial System. (2017). Varga, Katalin ; Szendrei, Tibor.
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  247. The EAGLE model for Hungary - a global perspective. (2017). Kaszab, Lorant ; Szentmihalyi, Szabolcs ; Bekesi, Laszlo .
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  248. A proposal for a micro-territorial well-being index: the WIT. (2017). Pacicco, Fausto ; Serati, Massimiliano.
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  249. Identification of Structural Vector Autoregressions by Stochastic Volatility. (2017). Braun, Robin ; Bertsche, Dominik.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
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  250. U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules. (2017). Chang, Yoosoon ; Kwak, Boreum .
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  251. Robust Dynamic Estimation. (2017). Naik, Prasad A ; Rubel, Olivier.
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  252. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing.
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  253. Is Scientific Performance a Function of Funds?. (2017). Lessmann, Stefan ; Hardle, Wolfgang K ; Zharova, Alona.
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  254. What is Driving Inflation and GDP in a Small European Economy: The Case of Croatia. (2017). Kunovac, Davor ; Jovii, Goran .
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  255. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi.
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  256. Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP. (2017). Leonard, Seton ; Hengge, Martina .
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  257. Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
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  258. The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach. (2017). Pappa, Evi ; Molteni, Francesco.
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  259. Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. (2017). Teye, Alfred Larm ; Ahelegbey, Daniel Felix .
    In: Regional Science and Urban Economics.
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  260. Monetary policy and balance sheets. (2017). Tamirisa, Natalia ; Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz.
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  261. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi.
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  262. Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying.
    In: Energy.
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  263. The role of oil prices in the forecasts of South African interest rates: A Bayesian approach. (2017). Kotze, Kevin ; GUPTA, RANGAN.
    In: Energy Economics.
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  264. Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike .
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  265. Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan .
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  266. House prices and monetary policy in the euro area: evidence from structural VARs. (2017). Roma, Moreno ; Nocera, Andrea .
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  267. Investors favourite - A different look at valuing individual labour income. (2017). Voelzke, Jan ; Weigt, Till ; Goessling, Fabian ; Diesteldorf, Jeanne .
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  268. Uncertainty-driven business cycles: assessing the markup channel. (2017). Pfeifer, Johannes ; Born, Benjamin.
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  269. Uncertainty-driven Business Cycles: Assessing the Markup Channel. (2017). Pfeifer, Johannes ; Born, Benjamin.
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  270. Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  271. Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George.
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  272. Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan.
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  273. Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model. (2017). Viegi, Nicola ; Kavli, Haakon .
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  274. Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam.
    In: Australian Journal of Agricultural and Resource Economics.
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  275. Time-varying fiscal spending multipliers in the UK. (2017). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian.
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  276. An Alternative Estimation Method of a Time-Varying Parameter Model. (2017). Noda, Akihiko ; Wada, Tatsuma ; Ito, Mikio .
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  277. Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Hoang, Nam ; Morales, Luis Emilio.
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  278. Uncertainty-driven business cycles: assessing the markup channel. (2016). Pfeifer, Johannes ; Born, Benjamin.
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  279. Restrictions Search for Panel VARs. (2016). Schnucker, Annika .
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  280. The impact of uncertainty on professional exchange rate forecasts. (2016). Czudaj, Robert ; Beckmann, Joscha.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:637.

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  281. House prices and interest rates: Bayesian evidence from Germany. (2016). Pruser, Jan ; Hanck, Christoph .
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:620.

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  282. Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century. (2016). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan .
    In: Quantitative Economics.
    RePEc:wly:quante:v:7:y:2016:i:2:p:591-611.

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  283. Bayesian nonparametric sparse seemingly unrelated regression model (SUR). (2016). Rossini, Luca ; Billio, Monica ; Casarin, Roberto.
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  284. Insurance penetration and economic growth in Africa: Dynamic effects analysis using Bayesian TVP-VAR approach. (2016). Akinlo, Anthony ; McMillan, David ; Olayungbo, D O.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1150390.

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  285. Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence. (2016). Vahey, Shaun ; Smith, Michael S.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:3:p:416-434.

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  286. SHORT-TERM BAYESIAN INFLATION FORECASTING FOR TUNISIA: SOME EMPIRICAL EVIDENCE. (2016). Dahem, Ahlem.
    In: EcoForum.
    RePEc:scm:ecofrm:v:5:y:2016:i:1:p:47.

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  287. Measuring the Monetary Policy’s Structural Credibility by the Expected Inflation Determinants: a Kalman Filter Approach for Brazil. (2016). Moreira, Ricardo Ramalhete.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:36:y:2016:i:2:a:57454.

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  288. The impact of monetary policy on household consumption in South Africa. Evidence from Vector Autoregressive Techniques. (2016). Owusu-Sekyere, Emmanuel.
    In: Working Papers.
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  289. Estimating the Influence of Different Shocks on Macroeconomic Indicators and Developing Conditional Forecasts on the Basis of BVAR Model for the Russian Economy. (2016). Pestova, Anna ; Mamonov, Mikhail.
    In: Economic Policy.
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  290. Systemic Risk Impact on Economic Growth - The Case of the CEE Countries. (2016). Barnea, Dinu ; Kubinschi, Matei.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:4:p:79-94.

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  291. BVAR mapping. (2016). Malakhovskaya, Oxana ; Demeshev, Boris.
    In: Applied Econometrics.
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  292. Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli.
    In: Working Papers.
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  293. The dynamic effects of government spending: a FAVAR approach. (2016). Pallara, Kevin.
    In: MPRA Paper.
    RePEc:pra:mprapa:92283.

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  294. A Primer on Slovene House Prices Forecast. (2016). Lenarčič, Črt ; Herman, Uros ; Lenari, RT ; Savek, Simon ; Zorko, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:103552.

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  295. Rare Events and Risk Perception: Evidence from Fukushima Accident. (2016). Wozniak, Tomasz .
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:2021.

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  296. Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.. (2016). Peel, David ; Promponas, Pantelis .
    In: Working Papers.
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  297. EVOLUTION OF MONETARY POLICY TRANSMISSION MECHANISM IN MALAWI: A TVP-VAR APPROACH. (2016). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance Ngamanya .
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  298. How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR. (2016). Moussa, Zakaria.
    In: Working Papers.
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  299. How big is the comeback? Japanese exchange rate pass-through assessed by time-varying FAVAR. (2016). Moussa, Zakaria .
    In: Post-Print.
    RePEc:hal:journl:hal-03714934.

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  300. Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters. (2016). Xu, Wen.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:4:p:39-:d:80001.

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  301. Choosing Prior Hyperparameters. (2016). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan .
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    RePEc:fip:fedrwp:16-09.

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  302. Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic. (2016). Konecny, Tomas ; Babecká-Kucharčuková, Oxana ; Babecka-Kucharcukova, Oxana .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:4:p:302-321.

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  303. Total factor productivity and the propagation of shocks: Empirical evidence and implications for the business cycle. (2016). Scharler, Johann ; Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:50:y:2016:i:c:p:335-346.

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  304. Disagreement versus uncertainty: Evidence from distribution forecasts. (2016). Nolte, Ingmar ; Kruger, Fabian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:s:p:s172-s186.

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  305. Shocking language: Understanding the macroeconomic effects of central bank communication. (2016). McMahon, Michael ; Hansen, Stephen.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:99:y:2016:i:s1:p:s114-s133.

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  306. The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). MKAOUAR, Farid ; Abid, Ilyes ; Kaabia, Olfa.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.

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  307. Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

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  308. Fast computation of the deviance information criterion for latent variable models. (2016). Grant, Angelia ; Chan, Joshua.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:847-859.

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  309. Restrictions Search for Panel VARs. (2016). Schnucker, Annika .
    In: Discussion Papers of DIW Berlin.
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  310. Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide.
    In: CEPR Discussion Papers.
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  311. Bayesian Vector Autoregressions. (2016). Woźniak, Tomasz ; Woniak, Tomasz.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380.

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  312. Monetary policy during financial crises: Is the transmission mechanism impaired?. (2015). Wolters, Maik ; Jannsen, Nils ; Potjagailo, Galina.
    In: Kiel Working Papers.
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  313. Monetary policy during financial crises: Is the transmission mechanism impaired?. (2015). Wolters, Maik ; Jannsen, Nils ; Potjagailo, Galina.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201504.

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  314. Likelihood‐based dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus .
    In: Econometrics Journal.
    RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21.

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  315. Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald.
    In: Working Papers.
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  316. DSGE priors for BVAR models. (2015). Theodoridis, Konstantinos ; Filippeli, Thomai.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:2:p:627-656.

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  317. Heterogeneity in Macroeconomics and the Minimal Econometric Interpretation for Model Comparison. (2015). Cozzi, Marco.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:32.

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  318. Second-Round Effects from Food and Energy Prices- an SBVAR approach. (2015). Ruch, Franz ; Du Plessis, Stan.
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  319. Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian). (2015). Bezborodova, Aleksandra ; Mihalenok, Yuri .
    In: Quantile.
    RePEc:qnt:quantl:y:2015:i:13:p:41-61.

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  320. Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes. (2015). YAYA, OLAOLUWA ; Olubusoye, Olusanya ; GUPTA, RANGAN ; Gil-Alana, Luis.
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  321. Forecasting German Car Sales Using Google Data and Multivariate Models. (2015). Fantazzini, Dean ; Toktamysova, Zhamal .
    In: MPRA Paper.
    RePEc:pra:mprapa:67110.

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  322. Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model. (2015). Viegi, Nicola ; Kavli, Haakon .
    In: MPRA Paper.
    RePEc:pra:mprapa:66897.

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  323. Short term Bayesian inflation forecasting for Tunisia. (2015). Dahem, Ahlem.
    In: MPRA Paper.
    RePEc:pra:mprapa:66702.

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  324. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:64143.

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  325. The emergence of a European region: business cycles in South-East Europe from political independence to World War II. (2015). Morys, Matthias ; Ivanov, Martin .
    In: European Review of Economic History.
    RePEc:oup:ereveh:v:19:y:2015:i:4:p:382-411..

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  326. Systemwide Commonalities in Market Liquidity. (2015). Piontek, Thomas ; Liechty, John C ; Flood, Mark D.
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  327. A Predictive Likelihood Approach to Bayesian Averaging. (2015). Jeabek, Toma ; Perkova, Radka.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
    RePEc:mup:actaun:actaun_2015063041269.

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  328. Granger Causality and Regime Inference in Bayesian Markov-Switching VARs. (2015). Droumagueta, Matthieu ; Wozniakc, Tomasz ; Warneb, Anders .
    In: Department of Economics - Working Papers Series.
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  329. Housing Cycles in Switzerland - A Time-Varying Approach. (2015). Drechsel, Dirk .
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  330. How External Factors Affect Domestic Economy; Nowcasting an Emerging Market. (2015). Sanjani, Marzie Taheri ; Solmaz, Serhat .
    In: IMF Working Papers.
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  331. Governments’ Payment Discipline; The Macroeconomic Impact of Public Payment Delays and Arrears. (2015). Klemm, Alexander ; Checherita Westphal, Cristina ; Viefers, Paul ; Checherita-Westphal, Cristina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/013.

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  332. What determines the long-run growth in Sub-Saharan Africa? Exploring the role of energy, trade openness and financial development in six countries. (2015). Zerbo, Eleazar.
    In: Working Papers.
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  333. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: Working Papers.
    RePEc:gla:glaewp:2015_10.

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  334. Measurement Errors and Monetary Policy: Then and Now. (2015). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan .
    In: Working Paper.
    RePEc:fip:fedrwp:15-13.

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  335. Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application. (2015). Matthes, Christian ; Lubik, Thomas.
    In: Economic Quarterly.
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  336. What drives the global interest rate. (2015). Vespignani, Joaquin ; Ratti, Ronald.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:241.

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  337. A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations. (2015). Koop, Gary ; Clark, Todd ; Chan, Joshua.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1520.

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  338. Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua.
    In: CAMA Working Papers.
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  339. Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
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  340. A Bayesian model comparison for trend-cycle decompositions of output. (2015). Grant, Angelia ; Chan, Joshua.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-31.

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  341. Efficient estimation of Bayesian VARMAs with time-varying coefficients. (2015). Chan, Joshua ; Joshua C. C. Chan, ; Eisenstat, Eric.
    In: CAMA Working Papers.
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  342. Forecasting German car sales using Google data and multivariate models. (2015). Fantazzini, Dean ; Toktamysova, Zhamal .
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:170:y:2015:i:pa:p:97-135.

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  343. Does tax policy affect credit spreads? Evidence from the US and UK. (2015). Qian, Zongxin ; Ji, Kan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:43:y:2015:i:c:p:318-329.

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  344. Time variation in U.S. monetary policy and credit spreads. (2015). Huang, Yu-Fan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:43:y:2015:i:c:p:205-215.

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  345. Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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  346. Forecasting day-ahead electricity prices: Utilizing hourly prices. (2015). van Dijk, Dick ; Raviv, Eran ; Bouwman, Kees E.
    In: Energy Economics.
    RePEc:eee:eneeco:v:50:y:2015:i:c:p:227-239.

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  347. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model. (2015). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:215-228.

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  348. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: SIRE Discussion Papers.
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  349. Governments payment discipline: the macroeconomic impact of public payment delays and arrears. (2015). Klemm, Alexander ; Checherita Westphal, Cristina ; Checherita-Westphal, Cristina ; Viefers, Paul .
    In: Working Paper Series.
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  350. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2015). Horny, Guillaume ; Avouyi-Dovi, Sanvi ; Sevestre, Patrick.
    In: Economics Papers from University Paris Dauphine.
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  351. Liquidity, Government Bonds and Sovereign Debt Crises. (2015). Molteni, Francesco.
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  352. Assessing the impact of macroprudential measures. (2015). O'Reilly, Gerard ; onorante, luca ; O'Brien, Martin ; Cussen, Mary.
    In: Economic Letters.
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  353. Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models. (2015). Maih, Junior ; Binning, Andrew.
    In: Working Papers.
    RePEc:bny:wpaper:0040.

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  354. The Value of News. (2015). Thorsrud, Leif ; Larsen, Vegard.
    In: Working Papers.
    RePEc:bny:wpaper:0034.

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  355. Dynamic predictive density combinations for large data sets in economics and finance. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
    In: Working Paper.
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  356. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises.. (2015). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi.
    In: Working papers.
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  357. The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1007_15.

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  358. Effects of U.S. Quantitative Easing on Latin American Economies. (2015). Ramírez-Rondán, N.R. ; Pérez Forero, Fernando ; Carrera, Cesar ; Ramirez-Rondan, Nelson .
    In: Working Papers.
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  359. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
    RePEc:ags:aaea07:682.

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  360. Total factor productivity and the propagation of shocks: Empirical evidence and implications for the business cycle. (2014). Scharler, Johann ; Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian .
    In: W.E.P. - Würzburg Economic Papers.
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  361. Towards a consumer sentiment channel of monetary policy. (2014). Rüth, Sebastian ; Mayer, Eric ; Gareis, Johannes ; Debes, Sebastian ; Ruth, Sebastian .
    In: W.E.P. - Würzburg Economic Papers.
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  362. Drifts, Volatilities and Impulse Responses Over the Last Century. (2014). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100562.

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  363. TFP and the Transmission of Shocks. (2014). Scharler, Johann ; Mayer, Eric ; Ruth, Sebastian .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100549.

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  364. Fiscal Stimulus in Times of High Debt: Reconsidering Multipliers and Twin Deficits. (2014). Tudyka, Andreas ; Nickel, Christiane.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:7:p:1313-1344.

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  365. Forecasting Global Equity Indices Using Large Bayesian VARs. (2014). Krisztin, Tamás ; Huber, Florian ; Piribauer, Philipp.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4318.

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  366. Forecasting Global Equity Indices using Large Bayesian VARs. (2014). Huber, Florian ; Krisztin, Tamas ; Piribauer, Philipp.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp184.

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  367. Forecasting with Bayesian Global Vector Autoregressions. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus ; Crespo-Cuaresma, Jesus.
    In: ERSA conference papers.
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  368. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus .
    In: Tinbergen Institute Discussion Papers.
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  369. Do money and financial variables help forecasting output in emerging European Economies?. (2014). Caraiani, Petre.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:2:p:743-763.

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  370. The Impact of Monetaru Policy on the Romanian Economy. (2014). Dedu, Vasile ; STOICA, Tiberiu .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2014:i:2:p:71-86.

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  371. BAYESIAN FORECASTS COMBINATION TO IMPROVE THE ROMANIAN INFLATION PREDICTIONS BASED ON ECONOMETRIC MODELS. (2014). Simionescu, Mihaela.
    In: UTMS Journal of Economics.
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  372. Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, .
    In: Working Paper series.
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  373. Effects of the U.S. quantitative easing on the Peruvian economy. (2014). Pérez Forero, Fernando ; Carrera, Cesar ; Ramirez-Rondan, Nelson ; Perez-Forero, Fernando.
    In: Working Papers.
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  374. Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp720.

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  375. DSGE Priors for BVAR Models. (2014). Theodoridis, Konstantinos ; Filippeli, Thomai.
    In: Working Papers.
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  376. DSGE Priors for BVAR Models. (2014). Theodoridis, Konstantinos ; Filippeli, Thomai.
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  377. Heterogeneity in Macroeconomics and the Minimal Econometric Interpretation for Model Comparison. (2014). Cozzi, Marco.
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  378. Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data. (2014). Fantazzini, Dean ; Fantazziini, Dean .
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  379. Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald.
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  380. Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris.
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  381. Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data. (2014). Fantazzini, Dean.
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  382. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus.
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  383. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
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  384. Total Factor Productivity and the Propagation of Shocks; Empirical Evidence and Implications for the Business Cycle. (2014). Scharler, Johann ; Rüth, Sebastian ; Mayer, Eric ; Sebastian RŸth, .
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  385. Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris.
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  386. Drifts, Volatilities, and Impulse Responses Over the Last Century. (2014). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan .
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  387. Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald.
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  388. Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, .
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  389. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald.
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  390. Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, .
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  391. International (spillovers in) macrofinancial linkages and the decoupling phenomenon. (2014). Pesce, Antonio .
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  392. Evaluating alternative models of trend inflation. (2014). Doh, Taeyoung ; Clark, Todd.
    In: International Journal of Forecasting.
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  393. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
    In: Energy Economics.
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  394. Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris.
    In: SIRE Discussion Papers.
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  395. Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic. (2014). Konecny, Tomas ; Babecká-Kucharčuková, Oxana ; Kucharukova, Oxana Babecka ; Konen, Toma .
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  396. The impact of monetary policy and exchange rate shocks in Poland: evidence from a time-varying VAR. (2014). Michaelis, Henrike ; Arratibel, Olga .
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  397. Time variation in the dynamic effects of unanticipated changes in tax policy. (2014). de Wind, Joris.
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  398. Time variation in the dynamic effects of unanticipated changes in tax policy. (2014). de Wind, Joris .
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  399. Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates. (2014). Matějů, Jakub ; Benecká, Soňa ; Adam, Tomas ; Mateju, Jakub ; Benecka, Sona.
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  400. Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). Louzis, Dimitrios.
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  401. Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets. (2014). Kabundi, Alain ; Duncan, Andrew S.
    In: South African Journal of Economics.
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  402. The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies. (2014). Vasishtha, Garima ; Dahlhaus, Tatjana.
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  403. Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide.
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  404. The Study of Co-Integration and Casual Relationship Between Macroeconomic Variables and Insurance Penetration Ratio. (2014). goudarzi, hojatallah ; Jahromi, Poyesh Bahadori .
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  405. Global financial crisis-driven mutations affecting the transmission mechanism customized to monetary policy strategies. A VAR, SVAR and BVAR approach. (2014). Popescu, Iulian Vasile .
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  407. Time variation in macro-financial linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra.
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  408. THE ACCURACY OF MACROECONOMIC FORECASTS BASED ON BAYESIAN VECTORIAL-AUTOREGRESSIVE MODELS. COMPARATIVE ANALYSIS ROMANIA-POLAND. (2013). Bilan, Yuriy ; Simionescu, Mihaela.
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  409. The emergence of a European region: Business cycles in South-East Europe from political independence to World War II. (2013). Morys, Matthias ; Ivanov, Martin .
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  411. Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices. (2013). van Dijk, Dick ; Bouwman, Kees E. ; Raviv, Eran .
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  413. An Empirical BVAR-DSGE Model of the Australian Economy. (2013). Robinson, Tim ; Langcake, Sean.
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  416. Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model. (2013). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  417. Predictive performance of DSGE model for small open economy – the case study of Czech Republic. (2013). Jeabek, Toma ; Perkova, Radka ; Trojan, Jakub.
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  420. Monetary Transmission Mechanism in the East African Community; An Empirical Investigation. (2013). Pinter, Gabor ; S. V. S. Dixit, ; Davoodi, Hamid R.
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  424. Bayesian semiparametric multivariate GARCH modeling. (2013). Maheu, John ; Jensen, Mark.
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  428. How important is tourism for the international transmission of cyclical fluctuations? Evidence from the Mediterranean. (2013). Canova, Fabio ; Dallari, Pietro.
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  429. Fiscal stimulus in times of high debt: reconsidering multipliers and twin deficits. (2013). Tudyka, Andreas ; Nickel, Christiane.
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  435. Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors. (2012). Matkovskyy, Roman.
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  452. How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR. (2012). Senbeta, Sisay ; Senbeta Sisay R., .
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  453. Energy and Speculation: New Dynamics in Agricultural Commodity Price Volatility. (2012). Xiarchos, Irene ; Burnett, James ; Kucher, Oleg .
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  456. The Dynamic Effects of U.S. Monetary Policy on State Unemployment. (2011). Korobilis, Dimitris ; Gilmartin, Michelle.
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  457. Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). Tlotlego, Naomi ; GUPTA, RANGAN ; Chama-Chiliba, Mirriam Chitalu ; Nkambule, Nonophile .
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  462. Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
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  465. LONG DARK SHADOWS OR INNOVATIVE SPIRITS? THE EFFECTS OF (SMOOTHING) BUSINESS CYCLES ON ECONOMIC GROWTH: A SURVEY OF THE LITERATURE. (2011). Stähler, Nikolai ; Priesmeier, Christoph ; Stahler, Nikolai.
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