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Forecasting in vector autoregressions with many predictors. (2008). Korobilis, Dimitris.
In: MPRA Paper.
RePEc:pra:mprapa:21122.

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Cited: 39

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Cites: 26

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  1. Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894.

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  2. Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej.
    In: Working Papers.
    RePEc:sgh:kaewps:2021068.

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  3. Bayesian forecast combination in VAR-DSGE models. (2019). Li, Xue ; Chin, Kuo-Hsuan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:59:y:2019:i:c:p:278-298.

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  4. Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:18-30.

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  5. Forecasting with FAVAR: macroeconomic versus financial factors. (2017). Paccagnini, Alessia.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:256.

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  6. Restrictions Search for Panel VARs. (2016). Schnucker, Annika .
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145566.

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  7. A note on the identification and transmission of energy demand and supply shocks. (2016). Michelle, Gilmartin .
    In: MPRA Paper.
    RePEc:pra:mprapa:76186.

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  8. 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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  9. Bayesian model averaging and principal component regression forecasts in a data rich environment. (2016). Ouysse, Rachida.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:763-787.

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  10. 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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  11. Restrictions Search for Panel VARs. (2016). Schnucker, Annika .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1612.

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  12. 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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  13. Was the recent downturn in US real GDP predictable?. (2015). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:28:p:2985-3007.

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

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  15. On Flexible Linear Factor Stochastic Volatility Models. (2015). Malefaki, Valia .
    In: MPRA Paper.
    RePEc:pra:mprapa:62216.

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  16. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: Working Papers.
    RePEc:gla:glaewp:2015_10.

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  17. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:682.

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  18. Steady-state priors and Bayesian variable selection in VAR forecasting. (2015). Louzis, Dimitrios.
    In: Working Papers.
    RePEc:bog:wpaper:195.

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  19. 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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  20. Forecasting with dimension switching VARs. (2014). Koop, Gary.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:2:p:280-290.

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  21. Was the Recent Downturn in US GDP Predictable?. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working papers.
    RePEc:uct:uconnp:2012-38.

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  22. Forecasting with Factor Models: A Bayesian Model Averaging Perspective. (2013). Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:52724.

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  23. Methods for computing marginal data densities from the Gibbs output. (2013). Melosi, Leonardo ; Fuentes-Albero, Cristina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:175:y:2013:i:2:p:132-141.

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  24. Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune .
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-791.

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  25. A DSGE-VAR model for forecasting key South African macroeconomic variables. (2013). GUPTA, RANGAN ; Steinbach, Rudi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:19-33.

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  26. Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H..
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

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  27. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201230.

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  28. Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach. (2012). Huang, Y-F., .
    In: MPRA Paper.
    RePEc:pra:mprapa:41933.

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  29. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:nlv:wpaper:1210.

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  30. Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune.
    In: Working Papers.
    RePEc:hhs:oruesi:2012_012.

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  31. How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR. (2012). Senbeta, Sisay ; Senbeta Sisay R., .
    In: Working Papers.
    RePEc:ant:wpaper:2012010.

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  32. Methods for Computing Marginal Data Densities from the Gibbs Output. (2011). Melosi, Leonardo ; Fuentes-Albero, Cristina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201131.

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  33. Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). Tlotlego, Naomi ; GUPTA, RANGAN ; Chama-Chiliba, Mirriam Chitalu ; Nkambule, Nonophile .
    In: Working Papers.
    RePEc:pre:wpaper:201132.

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  34. Forecasting with Medium and Large Bayesian VARs. (2011). Koop, Gary.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:279.

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  35. VAR forecasting using Bayesian variable selection. (2011). Korobilis, Dimitris.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2011022.

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

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  37. Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks. (2010). Strachan, Rodney ; Koop, Gary ; Jochmann, Markus.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:2:p:326-347.

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

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

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References

References cited by this document

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  26. Forecasting in vector autoregressions with many predictors. (2008). Korobilis, Dimitris.
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