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Forecasting and Conditional Projection Using Realistic Prior Distributions. (1983). Sims, Christopher ; Litterman, Robert ; Doan, Tom.
In: NBER Working Papers.
RePEc:nbr:nberwo:1202.

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  8. The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena.
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  32. A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan. (2015). Pasha, Farooq ; Hanif, Muhammad Nadim ; Malik, Muhammad Jahanzeb.
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  34. Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
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  38. Granger Causality and Regime Inference in Bayesian Markov-Switching VARs. (2015). Droumagueta, Matthieu ; Wozniakc, Tomasz ; Warneb, Anders .
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  39. Do Precious Metal Prices Help in Forecasting South African Inflation?. (2015). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  40. An Empirical Assessment of Social Unrest Dynamics and State Response in Eurasian Countries. (2015). Ortiz Vidal-Abarca, Alvaro ; de Cadenas-Santiago, Gonzalo ; Rodrigo, Tomasa ; Garcma-Herrero, Alicia .
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  41. Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector. (2015). Agiakloglou, Christos ; Gkouvakis, Michail .
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  42. A new identification of fiscal shocks based on the information flow. (2015). Ricco, Giovanni.
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  43. Granger causality and regime inference in Bayesian Markov-Switching VARs. (2015). Woźniak, Tomasz ; Warne, Anders ; DROUMAGUET, Matthieu ; Woniak, Tomasz.
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  44. World Asset Markets and the Global Financial Cycle. (2015). Rey, Helene ; Miranda-Agrippino, Silvia.
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  45. Evaluating a Structural Model Forecast: Decomposition Approach. (2015). Brázdik, František ; Brazdik, Frantisek ; Kopriva, Frantisek ; Humplova, Zuzana .
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  46. Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. (2015). Paccagnini, Alessia ; Bekiros, Stelios ; Stelios, Bekiros .
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  47. Forecasting with VAR models: fat tails and stochastic volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
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  49. STRATEGIC ASSET ALLOCATION FOR LONG‐TERM INVESTORS: PARAMETER UNCERTAINTY AND PRIOR INFORMATION. (2014). Hoevenaars, Roy ; Schotman, Peter C. ; Tom B. M. Steenkamp, ; Roy P. P. M. Hoevenaars, ; Roderick D. J. Molenaar, .
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  50. Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks. (2014). Ricco, Giovanni ; Cimadomo, Jacopo ; Callegari, Giovanni.
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  52. External vulnerabilities and economic integration. Is the Union of South American Nations a promising project ?. (2014). Bonilla, Andrea .
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  60. Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector. (2012). Agiakloglou, Christos ; Gkouvakis, Michalis .
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  65. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  96. Monetary Policy and Risk-Premium Shocks in Hungary; Results from a Large Bayesian VAR. (2011). Carare, Alina ; Popescu, Adina.
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    RePEc:imf:imfwpa:2011/259.

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  97. New Indicators for Tracking Growth in Real Time. (2011). Matheson, Troy.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/043.

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  98. Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
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    RePEc:igi:igierp:415.

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  99. A medium scale forecasting model for monetary policy. (2011). Zaman, Saeed ; Beauchemin, Kenneth.
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    RePEc:fip:fedcwp:1128.

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  100. Bayesian VARs: specification choices and forecast accuracy. (2011). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1112.

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  101. Vector Autoregressive Models. (2011). Lütkepohl, Helmut ; Luetkepohl, Helmut .
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    RePEc:eui:euiwps:eco2011/30.

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  102. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0917.

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  103. How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options. (2011). Tsekrekos, Andrianos ; Chalamandaris, George.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:4:p:623-640.

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  104. Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041.

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  105. A large factor model for forecasting macroeconomic variables in South Africa. (2011). Kabundi, Alain ; GUPTA, RANGAN.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:4:p:1076-1088.

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  106. 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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  107. 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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  108. 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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  109. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

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  110. Incorporating theoretical restrictions into forecasting by projection methods. (2011). Ragusa, Giuseppe ; Giacomini, Raffaella.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8604.

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  111. 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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  112. Bayesian methods. (2011). Korobilis, Dimitris ; Bauwens, Luc.
    In: CORE Discussion Papers.
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  113. VAR forecasting using Bayesian variable selection. (2011). Korobilis, Dimitris.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2011022.

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  114. Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests. (2011). Smidkova, Katerina ; Horvath, Roman ; Franta, Michal ; Baruník, Jozef ; Barunik, Jozef.
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  115. Autoregressions in Small Samples, Priors about Observables and Initial Conditions. (2011). Marcet, Albert ; Jarociński, Marek.
    In: CEP Discussion Papers.
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  116. Bayesian analysis of coefficient instability in dynamic regressions. (2011). Taboga, Marco ; Ciapanna, Emanuela.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_836_11.

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  117. Housing, consumption and monetary policy: how different are the U.S. and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Temi di discussione (Economic working papers).
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  118. Modeling Mortality with a Bayesian Vector Autoregression. (2011). Njenga, Carolyn ; Sherris, Michael.
    In: Working Papers.
    RePEc:asb:wpaper:201105.

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  119. Large Vector Auto Regressions. (2011). Song, Song ; Bickel, Peter J..
    In: Papers.
    RePEc:arx:papers:1106.3915.

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  120. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

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  121. Macroeconomic instability and the Phillips curve in Italy. (2010). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; del boca, alessandra.
    In: Working Papers.
    RePEc:ubs:wpaper:1013.

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  122. Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand. (2010). Matheson, Troy ; Bloor, Chris.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:537-558.

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  123. Forecasting with Medium and Large Bayesian VARs. (2010). Koop, Gary.
    In: Working Paper series.
    RePEc:rim:rimwps:43_10.

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  124. Econometric Studies of Business Cycles in the History of Econometrics. (2010). Qin, Duo.
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  125. Combining VAR Forecast Densities Using Fast Fourier Transform. (2010). Rysanek, Jakub ; Ryanek, Jakub .
    In: Acta Oeconomica Pragensia.
    RePEc:prg:jnlaop:v:2010:y:2010:i:5:id:318:p:72-88.

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  126. Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model. (2010). GUPTA, RANGAN ; Steinbach, Rudi.
    In: Working Papers.
    RePEc:pre:wpaper:201019.

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  127. Assessing the transmission of monetary policy using dynamic factor models. (2010). Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:27593.

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  128. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

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  129. VARs, Cointegration and Common Cycle Restrictions. (2010). Vahid, Farshid ; Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2010-14.

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  130. Predicting Downturns in the US Housing Market: A Bayesian Approach. (2010). GUPTA, RANGAN ; DAS, SONALI.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:3:p:294-319.

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  131. Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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  132. Proyecciones Macroeconómicas en Chile: Una Aproximación Bayesiana. (2010). García, Carlos ; Moncado, Antonio ; Gonzalez, Pablo ; Garcia, Carlos .
    In: ILADES-Georgetown University Working Papers.
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  133. Density-Conditional Forecasts in Dynamic Multivariate Models. (2010). Waggoner, Daniel ; Andersson, Michael K. ; Palmqvist, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0247.

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  134. Autoregressions in small samples, priors about observables and initial conditions. (2010). Marcet, Albert ; Jarociński, Marek ; Jarociski, Marek.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101263.

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  135. Econometric analysis of high dimensional VARs featuring a dominant unit. (2010). Pesaran, M ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101194.

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  136. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

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  137. Macroeconomic forecasting and structural change. (2010). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello ; Dagostino, Antonello .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101167.

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  138. Housing, consumption and monetary policy: how different are the US and the euro area?. (2010). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101161.

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  139. Short-term inflation projections: a Bayesian vector autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico ; Momferatu, Daphne .
    In: Working Papers ECARES.
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  140. Learning the Wealth of Nations. (2010). Primiceri, Giorgio ; Monge-Naranjo, Alexander ; Buera, Francisco.
    In: CEPR Discussion Papers.
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  141. The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy. (2010). Wolters, Maik ; Wieland, Volker.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7870.

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  142. 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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  143. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
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  144. Wage Bargaining and the Phillips Curve in Italy. (2010). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; del boca, alessandra.
    In: Mo.Fi.R. Working Papers.
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  145. Determinants of economic growth: Will data tell?. (2009). Jarociński, Marek ; Ciccone, Antonio ; Jarocinski, Marek.
    In: Economics Working Papers.
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  146. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

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  147. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working papers.
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  148. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-13.

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  149. A Likelihood Analysis of Models with Information Frictions. (2009). Melosi, Leonardo.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:1034.

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  150. VAR forecasting using Bayesian variable selection. (2009). Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:21124.

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  151. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2009). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:20125.

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  152. Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn. (2009). Buss, Ginters.
    In: MPRA Paper.
    RePEc:pra:mprapa:17273.

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  153. A Likelihood Analysis of Models with Information Frictions. (2009). Melosi, Leonardo.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-009.

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  154. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working Papers.
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  155. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:0916.

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  156. Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix. (2009). Miller, Stephen ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:0902.

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  157. Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets. (2009). Vansteenkiste, isabel ; Sousa, Ricardo ; Peltonen, Tuomas A..
    In: NIPE Working Papers.
    RePEc:nip:nipewp:19/2009.

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  158. Asset prices, Credit and Investment in Emerging Markets. (2009). Vansteenkiste, isabel ; Sousa, Ricardo ; Peltonen, Tuomas A..
    In: NIPE Working Papers.
    RePEc:nip:nipewp:18/2009.

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  159. Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory. (2009). Poskitt, Donald.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2009-12.

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  160. Avaliando a Condição da Política Fiscal no Brasil. (2009). Sachsida, Adolfo ; Mendona, Mario Jorge ; Medrano, Luis Alberto.
    In: Discussion Papers.
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  161. The local effects of monetary policy. (2009). Sekhposyan, Tatevik ; Owyang, Michael ; Francis, Neville.
    In: Working Papers.
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  162. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/31.

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  163. Could we have predicted the recent downturn in the South African housing market?. (2009). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:18:y:2009:i:4:p:325-335.

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  164. Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

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  165. Remittances and the Dutch disease. (2009). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo ; Lartey, Emmanuel K. K., .
    In: Journal of International Economics.
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  166. Comparing DSGE-VAR forecasting models: How big are the differences?. (2009). Ghent, Andra.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:864-882.

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  167. Infinite-dimensional VARs and factor models. (2009). Pesaran, M ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2009998.

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  168. Macroeconomic Forecasting and Structural Change. (2009). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2009_020.

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  169. Macroeconomic Forecasting and Structural Change. (2009). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello ; D''Agostino, Antonello, .
    In: CEPR Discussion Papers.
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  170. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7446.

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  171. The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area. (2009). Ciccarelli, Matteo ; Altavilla, Carlo.
    In: CESifo Working Paper Series.
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  172. Estimating multi-country VAR models. (2008). Ciccarelli, Matteo ; Canova, Fabio.
    In: Economics Working Papers.
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  173. A structural Bayesian VAR for model-based fan charts. (2008). Österholm, Pär ; Osterholm, Par.
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:12:p:1557-1569.

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  174. Large Bayesian VARs. (2008). Banbura, Marta ; Babura, Marta.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:334.

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  175. Forecasting Exchange Rates with a Large Bayesian VAR. (2008). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp634.

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  176. Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area. (2008). Ciccarelli, Matteo ; Altavilla, Carlo.
    In: Discussion Papers.
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  177. Incorporating judgement with DSGE models. (2008). Lees, Kirdan ; Binning, Andrew ; Bene, Jaromir .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/10.

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  178. Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand. (2008). Matheson, Troy ; Bloor, Chris.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/09.

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  179. Learning the Wealth of Nations. (2008). Primiceri, Giorgio ; Monge-Naranjo, Alexander ; Buera, Francisco.
    In: NBER Working Papers.
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  180. The Phillips Curve and the Italian Lira, 1861-1998. (2008). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; del boca, alessandra.
    In: Working Papers.
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  181. Learning about the Interdependence between the Macroeconomy and the Stock Market. (2008). Milani, Fabio.
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  182. Combining forecasts from nested models. (2008). McCracken, Michael ; Clark, Todd.
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    RePEc:fip:fedlwp:2008-037.

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  183. 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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  184. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:318-328.

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  185. Bayesian stochastic search for VAR model restrictions. (2008). Ni, Shawn ; Sun, Dongchu ; George, Edward I..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:553-580.

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  186. Determinants of economic growth: will data tell?. (2008). Jarociński, Marek ; Ciccone, Antonio ; Jarociski, Marek.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008852.

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  187. Large Bayesian VARs. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_033.

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  188. Forecasting Exchange Rates with a Large Bayesian VAR. (2008). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: CEPR Discussion Papers.
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  189. Estimación de Var Bayesianos para la Economía Chilena. (2008). JARAMILLO, PATRICIO.
    In: Working Papers Central Bank of Chile.
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  190. The Phillips Curve and the Italian Lira, 1861-1998. (2008). Trecroci, Carmine ; spinelli, Franco ; Fratianni, Michele ; Del Boca, Alessandro .
    In: Mo.Fi.R. Working Papers.
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  191. A new core inflation indicator for New Zealand. (2007). Matheson, Troy ; Giannone, Domenico.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/6407.

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  192. Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?. (2007). Nobili, Andrea.
    In: Empirical Economics.
    RePEc:spr:empeco:v:33:y:2007:i:1:p:177-195.

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  193. Are Emerging Stock Markets Sideshows? Some Stylised Facts from an Emerging Economy, India. (2007). Bhaduri, Saumitra.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:6:y:2007:i:3:p:229-248.

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  194. Forecasting Large Datasets with Reduced Rank Multivariate Models. (2007). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp617.

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  195. Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models. (2007). Carriero, Andrea.
    In: Working Papers.
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  196. A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates. (2007). Carriero, Andrea.
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  197. Estimating Multi-country VAR models. (2007). Ciccarelli, Matteo ; Canova, Fabio.
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  198. Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts. (2007). Smith, Christie ; Matheson, Troy ; Lees, Kirdan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2007/01.

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  199. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, M ; Chudik, Alexander.
    In: IZA Discussion Papers.
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  200. A New Core Inflation Indicator for New Zealand. (2007). Matheson, Troy ; Giannone, Domenico.
    In: International Journal of Central Banking.
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  201. Remittances and the Dutch disease. (2007). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo.
    In: FRB Atlanta Working Paper.
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  202. Econometric Analysis with Vector Autoregressive Models. (2007). Lütkepohl, Helmut ; Luetkepohl, Helmut .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2007/11.

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  203. OPEN ECONOMY DSGE-VAR FORECASTING AND POLICY ANALYSIS: HEAD TO HEAD WITH THE RBNZ PUBLISHED FORECASTS. (2007). Smith, Christie ; Matheson, Troy ; Lees, Kirdan.
    In: CAMA Working Papers.
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  204. Similarities and convergence in G-7 cycles. (2007). Ortega, Eva ; Ciccarelli, Matteo ; Canova, Fabio.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:3:p:850-878.

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  205. Energy consumption and projected growth in selected Caribbean countries. (2007). Iyare, Sunday Osaretin ; Francis, Brian M. ; Moseley, Leo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:29:y:2007:i:6:p:1224-1232.

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  206. Determinants of Economic Growth: Will Data Tell?. (2007). Jarociński, Marek ; Ciccone, Antonio.
    In: CEPR Discussion Papers.
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  207. Bayesian VARs with Large Panels. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: CEPR Discussion Papers.
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  208. Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities). (2007). Schorfheide, Frank ; Del Negro, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6119.

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  209. Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area. (2007). Sorbe, Stéphane ; Mayr, Johannes ; Hülsewig, Oliver ; Hulsewig, Oliver.
    In: ifo Working Paper Series.
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  210. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2176.

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  211. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, M ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0757.

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  212. Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?. (2006). Reichlin, Lucrezia ; Giannone, Domenico ; de Mol, Christine .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5040.

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  213. Monetary policy regime shifts: new evidence from time-varying interest rate rules. (2006). Trecroci, Carmine ; Vassalli, Matilde.
    In: Working Papers.
    RePEc:ubs:wpaper:0602.

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  214. Forecasting Swiss inflation using VAR models. (2006). Lack, Caesar .
    In: Economic Studies.
    RePEc:snb:snbecs:2006-02.

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  215. The discounted economic stock of money with VAR forecasting. (2006). Keating, John ; Barnett, William ; Kansas, of U..
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:51.

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  216. Un modelo de proyección BVAR para la inflación peruana. (2006). Vega, Marco ; Tuesta, Vicente ; Llosa, Luis-Gonzalo.
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-13-02.

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  217. VAR Modelling Approach and Cowles Commission Heritage. (2006). Qin, Duo.
    In: Working Papers.
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  218. Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?. (2006). .
    In: MPRA Paper.
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  219. A new core inflation indicator for New Zealand.. (2006). Matheson, Troy ; Giannone, Domenico.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2006/10.

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  220. Incorporating Judgement in Fan Charts. (2006). Österholm, Pär.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_030.

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  221. Non-stationary hours in a DSGE model. (2006). Schorfheide, Frank ; Doh, Taeyoung ; Chang, Yongsung.
    In: Working Papers.
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  222. Averaging forecasts from VARs with uncertain instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-12.

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  223. Forecasting of small macroeconomic VARs in the presence of instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-09.

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  224. Combining forecasts from nested models. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-02.

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  225. Incorporating judgement in fan charts. (2006). Österholm, Pär.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-39.

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  226. Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2006). Schorfheide, Frank ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2006-16.

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  227. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2257-2279.

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  228. Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts. (2006). Gomez, Nicolas ; Guerrero, Victor M..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:4:p:751-770.

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  229. Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach. (2006). Chow, Hwee Kwan ; CHOY, KEEN MENG.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:2:p:301-315.

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  230. Has the transmission mechanism of European monetary policy changed in the run-up to EMU?. (2006). Rebucci, Alessandro ; Ciccarelli, Matteo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:50:y:2006:i:3:p:737-776.

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  231. Forecasting the term structure of government bond yields. (2006). Diebold, Francis ; Li, Canlin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:130:y:2006:i:2:p:337-364.

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  232. A simple recursive forecasting model. (2006). Evans, George ; Branch, William.
    In: Economics Letters.
    RePEc:eee:ecolet:v:91:y:2006:i:2:p:158-166.

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  233. Estimating multi-country VAR models. (2006). Ciccarelli, Matteo ; Canova, Fabio.
    In: Working Paper Series.
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  234. Spatial Time-Series Modeling: A review of the proposed methodologies. (2006). Kamarianakis, Yiannis ; Prastacos, Poulicos .
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  235. Econometrics: A Bird’s Eye View. (2006). Pesaran, M ; Geweke, John ; Horowitz, Joel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1870.

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  236. Forecasting Canadian Time Series with the New Keynesian Model. (2006). Moran, Kevin ; Dib, Ali ; Gammoudi, Mohamed.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-4.

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  237. Forecast Design in Monetary Capital Stock Measurement. (2005). Keating, John ; Barnett, William ; Chae, Unja.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508022.

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  238. The Discounted Economic Stock of Money with VAR Forecasting. (2005). Keating, John ; Barnett, William ; Chae, Unja.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508021.

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  239. Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models. (2005). Miller, Stephen ; Dua, Pami ; Banerji, Anirvan.
    In: Working papers.
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  240. Forecasting with the New-Keynesian Model: An Experiment with Canadian Data. (2005). Moran, Kevin ; Dib, Ali.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:235.

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  241. Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR. (2005). Melzer, Christian ; Neumann, Thorsten .
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:144.

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  242. Monetary policy and learning. (2005). Zha, Tao ; Ohanian, Lee ; Del Negro, Marco.
    In: Review of Economic Dynamics.
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  243. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
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  244. Forecasting Canadian Time Series with the New-Keynesian Model. (2005). Moran, Kevin ; Dib, Ali ; Gammoudi, Mohamed.
    In: Cahiers de recherche.
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  245. Forecast Design in Monetary Capital Stock Measurement. (2005). Keating, John ; Barnett, William ; Chae, Unja.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  246. The Discounted Economic Stock of Money with VAR Forecasting. (2005). Keating, John ; Barnett, William ; Chae, Unja.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  247. Reexamining the consumption-wealth relationship: the role of model uncertainty. (2005). Strachan, Rodney ; Potter, Simon ; Koop, Gary.
    In: Staff Reports.
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  248. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
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  249. What are the effects of monetary policy on output? Results from an agnostic identification procedure. (2005). Uhlig, Harald.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:52:y:2005:i:2:p:381-419.

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  250. Energy consumption in China: past trends and future directions. (2005). Wu, Yanrui ; Crompton, Paul .
    In: Energy Economics.
    RePEc:eee:eneeco:v:27:y:2005:i:1:p:195-208.

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  251. VAR forecasting under misspecification. (2005). Schorfheide, Frank.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:128:y:2005:i:1:p:99-136.

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  252. Non-stationary Hours in a DSGE Model. (2005). Schorfheide, Frank ; Doh, Taeyoung ; Chang, Yongsung.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5232.

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  253. On the Fit and Forecasting Performance of New Keynesian Models. (2005). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4848.

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  254. Forecasting Inflation via Experimental Stock Markets Some Results from Pilot Markets. (2005). Berlemann, Michael ; Nelson, Forrest .
    In: ifo Working Paper Series.
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  255. What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR. (2005). Smith, Ronald ; Pesaran, M.
    In: CESifo Working Paper Series.
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  256. What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR. (2005). Smith, Ronald ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0528.

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  257. FORECASTING OUTPUT GROWTH AND INFLATION IN THE EURO AREA: ARE FINANCIAL SPREADS USEFUL?. (2005). Nobili, Andrea.
    In: Temi di discussione (Economic working papers).
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  258. Energy Consumption in China: Past Trends and Future Directions. (2004). Wu, Yanrui ; Crompton, Paul .
    In: Economics Discussion / Working Papers.
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  259. Similarities and convergence in G-7 cycles. (2004). Ortega, Eva ; Ciccarelli, Matteo ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:924.

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  260. Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach. (2004). Chow, Hwee Kwan ; CHOY, KEEN MENG.
    In: Working Papers.
    RePEc:siu:wpaper:16-2004.

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  261. Structural Vector Autoregressions and the Analysis of Monetary Policy Interventions: The Swiss Case. (2004). Kugler, Peter ; Jordan, Thomas .
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2004-i-3.

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  262. A DSGE-VAR for the Euro Area. (2004). Schorfheide, Frank ; del Negro, Marco.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:79.

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  263. On the Time Variations of US Monetary Policy: Who is right?. (2004). Gambetti, Luca ; Canova, Fabio.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:96.

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  264. The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients. (2004). Giannikos, Christos ; Anderson, Randy ; Guirguis, Hany.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:30:y:2004:i:1:p:33-53.

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  265. A common model approach to macroeconomics: using panel data to reduce sampling error. (2004). Gavin, William ; Theodorou, Athena T..
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  266. Forecasting and turning point predictions in a Bayesian panel VAR model. (2004). Ciccarelli, Matteo ; Canova, Fabio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:120:y:2004:i:2:p:327-359.

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  267. Aggregation of space-time processes. (2004). Granger, Clive ; Giacomini, Raffaella.
    In: Journal of Econometrics.
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  268. Controlling spurious drift. (2004). Haddock, Joanna ; Bewley, Ronald .
    In: Economics Letters.
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  269. Investment and share prices: fundamental versus speculative components. (2004). Branston, Christopher B. ; Groenewold, Nicolaas.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:15:y:2004:i:2:p:199-226.

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  270. To aggregate or not to aggregate? Euro area inflation forecasting. (2004). Skudelny, Frauke ; Landau, Bettina ; Diaz, Juan Luis ; Benalal, Nicholai ; Roma, Moreno.
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  271. Similarities and convergence in G-7 cycles. (2004). Ortega, Eva ; Ciccarelli, Matteo ; Canova, Fabio.
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  272. Interest Rate Modeling and Forecasting in India. (2004). SAHOO, SATYANANDA ; Dua, Pami ; Raje, Nishita .
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  273. Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence. (2003). Seitz, Franz ; Reimers, Hans-Eggert ; Brand, Claus.
    In: Macroeconomics.
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  274. The international diversification puzzle is not worse than you think. (2003). Julliard, Christian.
    In: International Finance.
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  275. Forecasting Euro Area Aggregates with Bayesian VAR and VECM Models. (2003). Nunes, Luis ; Félix, Ricardo.
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  276. Forecasting the Term Structure of Government Bond Yields. (2003). Diebold, Francis ; Li, Canlin.
    In: NBER Working Papers.
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  277. Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models. (2003). Serati, Massimiliano ; amisano, gianni.
    In: LIUC Papers in Economics.
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  278. BBVA-ARIES: a forecasting and simulation model for EMU. (2003). Ballabriga, Fernando C. ; Castillo, Sonsoles .
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:22:y:2003:i:5:p:411-426.

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  279. Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System. (2003). Rebucci, Alessandro ; Ciccarelli, Matteo.
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  280. On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications. (2003). Rebucci, Alessandro.
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  281. Discussion of Cogley and Sargents Drifts and volatilities: Monetary policies and outcomes in the post WWII U.S.. (2003). Del Negro, Marco.
    In: FRB Atlanta Working Paper.
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  282. Modest policy interventions. (2003). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
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  283. Take your model bowling: forecasting with general equilibrium models. (2003). Schorfheide, Frank ; Del Negro, Marco.
    In: Economic Review.
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  284. Modest policy interventions. (2003). Zha, Tao ; Leeper, Eric.
    In: Journal of Monetary Economics.
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  285. Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy. (2003). Ribeiro Ramos, Francisco.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:19:y:2003:i:1:p:95-110.

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  286. Short-term estimates of euro area real GDP by means of monthly data. (2003). Rünstler, Gerhard ; Sedillot, Franck ; Runstler, Gerhard.
    In: Working Paper Series.
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  287. Macroeconomic modelling of monetary policy. (2003). Klaeffling, Matt.
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  288. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators. (2003). Ciccarelli, Matteo ; Canova, Fabio.
    In: CEPR Discussion Papers.
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  289. The effect of the increase in the monetary base of Japans economy at zero interest rates: an empirical analysis. (2003). Kobayashi, Hiroshi ; Kimura, Takeshi ; Muranaga, Jun ; Ugai, Hiroshi .
    In: BIS Papers chapters.
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  290. Learning by Doing as a Propagation Mechanism. (2002). Schorfheide, Frank ; Gomes, João ; Chang, Yongsung.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0204002.

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  291. The Future of the Stock Market Channel In Egypt. (2002). Sourial, Maged Shawky.
    In: Finance.
    RePEc:wpa:wuwpfi:0204002.

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  292. Modest Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: NBER Working Papers.
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  293. The Transmission Mechanism of European Monetary Policy; Is There Heterogeneity? Is it Changing over Time?. (2002). Rebucci, Alessandro ; Ciccarelli, Matteo.
    In: IMF Working Papers.
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  294. Monetary and Fiscal Policy Interactions over the Cycle: Some Empirical Evidence. (2002). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
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  295. Empirical analysis of policy interventions. (2002). Zha, Tao ; Leeper, Eric.
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  296. Forecasting using relative entropy. (2002). Whiteman, Charles ; Tallman, Ellis ; Robertson, John.
    In: FRB Atlanta Working Paper.
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  297. Modest policy interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-19.

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  298. Priors from general equilibrium models for VARs. (2002). Schorfheide, Frank ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
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  299. An estimated stochastic dynamic general equilibrium model of the euro area. (2002). Wouters, Raf ; Smets, Frank.
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