21
H index
29
i10 index
2024
Citations
University of Glasgow | 21 H index 29 i10 index 2024 Citations RESEARCH PRODUCTION: 25 Articles 134 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitris Korobilis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 4 |
Journal of Econometrics | 3 |
International Economic Review | 2 |
International Journal of Forecasting | 2 |
European Economic Review | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
Year | Title of citing document | |
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2021 | Fiscal policy and growth-inequality tradeoffs: Bayesian evidence from Cote d’Ivoire. (2021). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:297-310. Full description at Econpapers || Download paper | |
2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367. Full description at Econpapers || Download paper | |
2022 | “An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201. Full description at Econpapers || Download paper | |
2021 | Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554. Full description at Econpapers || Download paper | |
2021 | Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models. (2019). onorante, luca ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1910.10779. Full description at Econpapers || Download paper | |
2020 | Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations. (2020). Pfarrhofer, Michael ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2002.10274. Full description at Econpapers || Download paper | |
2020 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
2021 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper | |
2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper | |
2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2021 | Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844. Full description at Econpapers || Download paper | |
2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
2021 | Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164. Full description at Econpapers || Download paper | |
2021 | General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers || Download paper | |
2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
2022 | Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944. Full description at Econpapers || Download paper | |
2021 | Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182. Full description at Econpapers || Download paper | |
2021 | Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844. Full description at Econpapers || Download paper | |
2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Martin, Gael M ; Loaiza-Maya, Ruben ; Frazier, David T. In: Papers. RePEc:arx:papers:2106.12262. Full description at Econpapers || Download paper | |
2021 | Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804. Full description at Econpapers || Download paper | |
2021 | Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980. Full description at Econpapers || Download paper | |
2021 | Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552. Full description at Econpapers || Download paper | |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170. Full description at Econpapers || Download paper | |
2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995. Full description at Econpapers || Download paper | |
2021 | Blurred Crystal Ball: investigating the forecasting challenges after a great exogenous shock. (2021). , Marcelo. In: Working Papers Series. RePEc:bcb:wpaper:549. Full description at Econpapers || Download paper | |
2021 | Financial condition indices for emerging market economies: can Google help?. (2021). Ferriani, Fabrizio ; Gazzani, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_653_21. Full description at Econpapers || Download paper | |
2021 | The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23. Full description at Econpapers || Download paper | |
2021 | Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798. Full description at Econpapers || Download paper | |
2021 | Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829. Full description at Econpapers || Download paper | |
2021 | Minimum information management and price?abundance relationships in a fishery. (2021). Marvasti, Akbar ; Dakhlia, Sami. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:4:p:491-518. Full description at Econpapers || Download paper | |
2020 | Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036. Full description at Econpapers || Download paper | |
2021 | 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. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:457-490. Full description at Econpapers || Download paper | |
2021 | Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Epni, Ouzhan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2021 | Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163. Full description at Econpapers || Download paper | |
2021 | Regional growth and disparities in a post?COVID Europe: A new normality scenario. (2021). Caragliu, Andrea ; Capello, Roberta. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:4:p:710-727. Full description at Econpapers || Download paper | |
2021 | Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175. Full description at Econpapers || Download paper | |
2021 | Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685. Full description at Econpapers || Download paper | |
2021 | International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110. Full description at Econpapers || Download paper | |
2022 | Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper | |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hoke, Sinem Haciolu ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper | |
2021 | Dry bulk shipping and the evolution of maritime transport costs, 1850–2020. (2021). Stuermer, Martin ; Jacks, David. In: Australian Economic History Review. RePEc:bla:ozechr:v:61:y:2021:i:2:p:204-227. Full description at Econpapers || Download paper | |
2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3. Full description at Econpapers || Download paper | |
2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers || Download paper | |
2021 | Optimal policy with occasionally binding constraints: piecewise linear solution methods. (2021). Waldron, Matt ; Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0911. Full description at Econpapers || Download paper | |
2022 | Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961. Full description at Econpapers || Download paper | |
2021 | Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30. Full description at Econpapers || Download paper | |
2021 | Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp704. Full description at Econpapers || Download paper | |
2021 | Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165. Full description at Econpapers || Download paper | |
2021 | Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271. Full description at Econpapers || Download paper | |
2021 | Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305. Full description at Econpapers || Download paper | |
2022 | Investing in Care for Old Age? An Examination of Long-Term Care Expenditure Dynamics and Its Spillovers. (2022). Costa-Font, Joan ; Vilaplana-Prieto, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9553. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2021 | Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004. Full description at Econpapers || Download paper | |
2021 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ; | |
2021 | Evolution of the ECB’s analytical framework. (2021). Musso, Alberto ; Holm-Hadulla, Fédéric ; Vlassopoulos, Thomas ; Rodriguez, Diego. In: Occasional Paper Series. RePEc:ecb:ecbops:2021277. Full description at Econpapers || Download paper | |
2021 | Capital flows-at-risk: push, pull and the role of policy. (2021). Sokol, Andrej ; Eguren Martin, Fernando ; Oneill, Cian ; von Dem, Lukas ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20212538. Full description at Econpapers || Download paper | |
2021 | The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558. Full description at Econpapers || Download paper | |
2021 | A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601. Full description at Econpapers || Download paper | |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper | |
2022 | Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861. Full description at Econpapers || Download paper | |
2021 | Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329. Full description at Econpapers || Download paper | |
2021 | Search Frictions and Evolving Labour Market Dynamics. (2021). Wang, Bingsong ; Martin, Chris ; Ellington, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000397. Full description at Econpapers || Download paper | |
2021 | Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle. (2021). Valcarcel, Victor (Vic) ; chen, zhengyang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001494. Full description at Econpapers || Download paper | |
2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper | |
2021 | Time-varying effect of macro-prudential policies on household credit growth: Evidence from China. (2021). Xu, Xiangyun ; Jiao, Dongdan ; Li, Guorong ; Chen, Huanhuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:241-254. Full description at Econpapers || Download paper | |
2021 | Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206. Full description at Econpapers || Download paper | |
2021 | Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418. Full description at Econpapers || Download paper | |
2022 | The Euro Area credit crunch conundrum: Was it demand or supply driven?. (2022). Serati, Massimiliano ; Venegoni, Andrea ; Pacicco, Fausto. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002698. Full description at Econpapers || Download paper | |
2020 | On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501. Full description at Econpapers || Download paper | |
2021 | Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500. Full description at Econpapers || Download paper | |
2021 | A novel approach to the estimation of an actively managed component of foreign exchange reserves. (2021). Dbrowski, Marek A. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:83-95. Full description at Econpapers || Download paper | |
2021 | Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x. Full description at Econpapers || Download paper | |
2021 | What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133. Full description at Econpapers || Download paper | |
2021 | How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?. (2021). Yoon, Seong-Min ; Song, LI ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100156x. Full description at Econpapers || Download paper | |
2021 | Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343. Full description at Econpapers || Download paper | |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers || Download paper | |
2021 | Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87. Full description at Econpapers || Download paper | |
2021 | Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108. Full description at Econpapers || Download paper | |
2022 | An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models. (2022). Kontoghiorghes, Erricos John ; Hadjiantoni, Stella. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:1-18. Full description at Econpapers || Download paper | |
2021 | A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017. Full description at Econpapers || Download paper | |
2022 | Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439. Full description at Econpapers || Download paper | |
2022 | Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779. Full description at Econpapers || Download paper | |
2020 | Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504. Full description at Econpapers || Download paper | |
2021 | Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251. Full description at Econpapers || Download paper | |
2021 | What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x. Full description at Econpapers || Download paper | |
2021 | The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China. (2021). Fang, YI ; Xu, Xuchuan ; Li, Xiao-Lin ; Si, Deng-Kui. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003832. Full description at Econpapers || Download paper | |
2021 | Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977. Full description at Econpapers || Download paper | |
2020 | Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x. Full description at Econpapers || Download paper | |
2021 | 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. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244. Full description at Econpapers || Download paper | |
2021 | Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596. Full description at Econpapers || Download paper | |
2021 | Forecasting energy commodity prices: A large global dataset sparse approach. (2021). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001730. Full description at Econpapers || Download paper | |
2021 | Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882. Full description at Econpapers || Download paper | |
2021 | Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878. Full description at Econpapers || Download paper | |
2021 | Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491. Full description at Econpapers || Download paper | |
2021 | Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x. Full description at Econpapers || Download paper | |
2021 | Media sentiment and short stocks performance during a systemic crisis. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya ; Umar, Zaghum. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222. Full description at Econpapers || Download paper | |
2021 | Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738. Full description at Econpapers || Download paper | |
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2014 | Exchange Rate Predictability in a Changing World In: Papers. [Full Text][Citation analysis] | paper | 33 |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2016 | Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2020 | Bayesian dynamic variable selection in high dimensions In: Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2020 | High-dimensional macroeconomic forecasting using message passing algorithms In: Papers. [Full Text][Citation analysis] | paper | 10 |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2021 | High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2022) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | The Effect of News Shocks and Monetary Policy In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | The Effect of News Shocks and Monetary Policy.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2019 | The effect of news shocks and monetary policy.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | The Effect of News Shocks and Monetary Policy.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | The effect of news shocks and monetary policy.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | The Effect of News Shocks and Monetary Policy.(2017) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | The Effect of News Shocks and Monetary Policy.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | The Effect of News Shocks and Monetary Policy.(2017) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2018 | The Effect of News Shocks and Monetary Policy.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2013 | Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 112 |
2010 | Assessing the transmission of monetary policy using dynamic factor models.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
2009 | Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
2009 | Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
2019 | Forecasting with High?Dimensional Panel VARs In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 22 |
2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2015 | Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2012 | On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 8 |
2010 | On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2016 | Bayesian Compressed Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 42 |
2016 | Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2019 | Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2016 | Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2017 | Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2017 | Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
2019 | Adaptive hierarchical priors for high-dimensional vector autoregressions.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2018 | Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2020 | Energy Markets and Global Economic Conditions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 34 |
2020 | Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2011 | A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 49 |
2011 | A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2011 | A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2011 | A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models.(2011) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2011 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2011 | A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2015 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
2011 | Hierarchical shrinkage priors for dynamic regressions with many predictors In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 46 |
2013 | Hierarchical shrinkage priors for dynamic regressions with many predictors.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
2011 | Hierarchical shrinkage priors for dynamic regressions with many predictors.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2011 | Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2011 | VAR forecasting using Bayesian variable selection In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 107 |
2009 | VAR forecasting using Bayesian variable selection.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2011 | VAR Forecasting Using Bayesian Variable Selection.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2013 | VAR FORECASTING USING BAYESIAN VARIABLE SELECTION.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 107 | article | |
2011 | Hierarchical shrinkage in time-varying parameter models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 75 |
2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2011 | Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2014 | Hierarchical Shrinkage in Time?Varying Parameter Models.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
2011 | Bayesian methods In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 1 |
2013 | Bayesian methods.(2013) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | chapter | |
2015 | The Contribution of Structural Break Models to Forecating Macroeconomic Series In: LIDAM Reprints CORE. [Citation analysis] | paper | 37 |
2011 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2015 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2021 | The time-varying evolution of inflation risks In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 239 |
2011 | Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
2009 | Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
2011 | Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
2012 | FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | article | |
2011 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 53 |
2009 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2011 | UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | article | |
2009 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2011 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2012 | Large Time-Varying Parameter VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 231 |
2013 | Large time-varying parameter VARs.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 231 | article | |
2012 | Large time-varying parameter VARs.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 231 | paper | |
2012 | Large time-varying parameter VARs.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 231 | paper | |
2012 | Large Time-Varying Parameter VARs.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 231 | paper | |
2012 | Bayesian forecasting with highly correlated predictors In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2013 | Bayesian forecasting with highly correlated predictors.(2013) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2012 | Bayesian forecasting with highly correlated predictors.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2012 | Bayesian Forecasting with Highly Correlated Predictors.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2013 | A New Index of Financial Conditions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 138 |
2014 | A new index of financial conditions.(2014) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | article | |
2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2013 | A New Index of Financial Conditions.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2014 | Data-based priors for vector autoregressions with drifting coefficients In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2014 | Data-based priors for vector autoregressions with drifting coefficients.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2014 | Data-based priors for vector autoregressions with drifting coefficients.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
2016 | Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | article | |
2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2015 | Model Uncertainty in Panel Vector Autoregressive Models.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2018 | ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2015 | Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | Quantile forecasts of inflation under model uncertainty In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Quantile forecasts of inflation under model uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Quantile forecasts of inflation under model uncertainty.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Prior selection for panel vector autoregressions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2016 | Prior selection for panel vector autoregressions.(2016) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2015 | Prior selection for panel vector autoregressions.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2015 | Prior selection for panel vector autoregressions.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2015 | Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 9 |
2017 | Quantile regression forecasts of inflation under model uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
2019 | Decomposing global yield curve co-movement In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2016 | Decomposing Global Yield Curve Co-Movement.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2016 | Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Forecasting with many predictors using message passing algorithms In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 15 |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2017 | Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 11 |
2020 | Exchange rate predictability and dynamic Bayesian learning.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2018 | Exchange rate predictability and dynamic Bayesian learning.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 33 |
2018 | Measuring Dynamic Connectedness with Large Bayesian VAR Models.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 14 |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2018 | Machine Learning Macroeconometrics A Primer In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Machine Learning Macroeconometrics: A Primer.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Sign restrictions in high-dimensional vector autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Sign restrictions in high-dimensional vector autoregressions.(2020) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 464 |
2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 464 | paper | |
2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 464 | paper | |
2008 | Forecasting in vector autoregressions with many predictors In: MPRA Paper. [Full Text][Citation analysis] | paper | 29 |
2010 | The dynamic effects of U.S. monetary policy on state unemployment In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2011 | The Dynamic Effects of U.S. Monetary Policy on State Unemployment.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Forecasting with Factor Models: A Bayesian Model Averaging Perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
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