22
H index
31
i10 index
2549
Citations
University of Glasgow (90% share) | 22 H index 31 i10 index 2549 Citations RESEARCH PRODUCTION: 29 Articles 147 Papers 3 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 15 years (2008 - 2023). See details. EXPERT IN: Bayesian Analysis: General MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pko254 |
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 |
European Economic Review | 3 |
Journal of Econometrics | 3 |
International Economic Review | 3 |
Foundations and Trends(R) in Econometrics | 2 |
International Journal of Forecasting | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
Year | Title of citing document | |
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2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790. Full description at Econpapers || Download paper | |
2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper | |
2023 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper | |
2023 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887. Full description at Econpapers || Download paper | |
2023 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2023 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2023 | Stochastic volatility models with skewness selection. (2023). Lopes, Hedibert Freitas ; Batista, Igor Ferreira. In: Papers. RePEc:arx:papers:2312.00282. Full description at Econpapers || Download paper | |
2023 | Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081. Full description at Econpapers || Download paper | |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
2023 | Growth at Risk and Uncertainty: Evidence from Mexico. (2023). Alejandro, Trujillo ; Alfredo, Salgado. In: Working Papers. RePEc:bdm:wpaper:2023-08. Full description at Econpapers || Download paper | |
2023 | The Anatomy of Small Open Economy Productivity Trends. (2023). Thoenissen, Christoph ; Theodoridis, Konstantinos ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:23-05. Full description at Econpapers || Download paper | |
2023 | What are the determinants of financial well?being? A Bayesian LASSO approach. (2023). Khatun, Nasima ; Lacombe, Donald J. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:1:p:43-59. Full description at Econpapers || Download paper | |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
2023 | The New Development Bank and the structure of the multilateral development financial system. (2023). Ye, Fang. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:3:p:1957-1972. Full description at Econpapers || Download paper | |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113. Full description at Econpapers || Download paper | |
2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper | |
2023 | Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629. Full description at Econpapers || Download paper | |
2023 | The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756. Full description at Econpapers || Download paper | |
2023 | Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766. Full description at Econpapers || Download paper | |
2023 | Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407. Full description at Econpapers || Download paper | |
2023 | An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629. Full description at Econpapers || Download paper | |
2023 | Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat | |
2023 | Leakages from macroprudential regulations: the case of household-specific tools and corporate credit. (2023). Xie, Peichu ; Grnicka, Lucyna ; Bhargava, Apoorv. In: Working Paper Series. RePEc:ecb:ecbwps:20232784. Full description at Econpapers || Download paper | |
2023 | Financial shock transmission to heterogeneous firms: the earnings-based borrowing constraint channel. (2023). Grothe, Magdalena ; Chiu, Livia ; van Robays, Ine ; Schulze, Tatjana. In: Working Paper Series. RePEc:ecb:ecbwps:20232860. Full description at Econpapers || Download paper | |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper | |
2023 | Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30. Full description at Econpapers || Download paper | |
2023 | Is the Peoples Bank of China consistent in words and deeds?. (2023). Zhu, Chuanqi ; Chen, Liangyuan ; Mei, Ziwei ; Lin, Jianhao. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000044. Full description at Econpapers || Download paper | |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper | |
2023 | The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858. Full description at Econpapers || Download paper | |
2023 | Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x. Full description at Econpapers || Download paper | |
2023 | Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580. Full description at Econpapers || Download paper | |
2023 | COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. (2023). Rath, Badri ; Behera, Harendra ; Gunadi, Iman. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:173-189. Full description at Econpapers || Download paper | |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper | |
2023 | What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959. Full description at Econpapers || Download paper | |
2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper | |
2023 | How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037. Full description at Econpapers || Download paper | |
2023 | Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers || Download paper | |
2023 | Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682. Full description at Econpapers || Download paper | |
2023 | Time series analysis of COVID-19 infection curve: A change-point perspective. (2023). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:1-17. Full description at Econpapers || Download paper | |
2023 | Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520. Full description at Econpapers || Download paper | |
2023 | Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377. Full description at Econpapers || Download paper | |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper | |
2023 | Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers || Download paper | |
2023 | Data-driven support for policy and decision-making in university research management: A case study from Germany. (2023). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Zharova, Alona. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:353-368. Full description at Econpapers || Download paper | |
2023 | Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547. Full description at Econpapers || Download paper | |
2023 | A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465. Full description at Econpapers || Download paper | |
2023 | Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152. Full description at Econpapers || Download paper | |
2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper | |
2023 | Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247. Full description at Econpapers || Download paper | |
2023 | Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294. Full description at Econpapers || Download paper | |
2023 | A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers || Download paper | |
2023 | Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x. Full description at Econpapers || Download paper | |
2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper | |
2023 | The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220. Full description at Econpapers || Download paper | |
2023 | Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377. Full description at Econpapers || Download paper | |
2023 | The asymmetric effects of oil price shocks on green innovation. (2023). Zhong, Angel ; Yu, Jing ; Hu, Xiaolu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003882. Full description at Econpapers || Download paper | |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
2023 | Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704. Full description at Econpapers || Download paper | |
2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper | |
2023 | Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors. (2023). Guo, NA ; Zhang, Jun ; Feng, Huiqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002302. Full description at Econpapers || Download paper | |
2023 | Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523. Full description at Econpapers || Download paper | |
2023 | Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474. Full description at Econpapers || Download paper | |
2023 | Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089. Full description at Econpapers || Download paper | |
2023 | The impact of the US yield curve on sub-Saharan African equities. (2023). Teplova, Tamara ; Agyei, Samuel Kwaku ; Umar, Zaghum ; Bossman, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000107. Full description at Econpapers || Download paper | |
2023 | How Russian-Ukrainian geopolitical risks affect Chinese commodity and financial markets?. (2023). Su, Yuquan ; Wang, Min. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005512. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404. Full description at Econpapers || Download paper | |
2023 | Liquidity risk, market power and the informational effects of policy. (2023). Tryphonides, Andreas ; Papioti, Katerina Chara ; Claeys, Gregory. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000181. Full description at Econpapers || Download paper | |
2023 | The macro-financial effects of international bank lending on emerging markets. (2023). Aldasoro, Iñaki ; Mancini-Griffoli, Tommaso ; Grinberg, Federico ; Beltran, Paula. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000193. Full description at Econpapers || Download paper | |
2023 | Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers || Download paper | |
2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502. Full description at Econpapers || Download paper | |
2023 | Bayesian model averaging for mortality forecasting using leave-future-out validation. (2023). Salhi, Yahia ; Loisel, Stephane ; Goffard, Pierre-Olivier ; Barigou, Karim. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:674-690. Full description at Econpapers || Download paper | |
2023 | Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826. Full description at Econpapers || Download paper | |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers || Download paper | |
2023 | Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204. Full description at Econpapers || Download paper | |
2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers || Download paper | |
2023 | Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838. Full description at Econpapers || Download paper | |
2023 | Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619. Full description at Econpapers || Download paper | |
2023 | Anti-herding by hedge funds and its implications for expected returns. (2023). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:31-48. Full description at Econpapers || Download paper | |
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Year | Title | Type | Cited |
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2014 | Exchange Rate Predictability in a Changing World In: Papers. [Full Text][Citation analysis] | paper | 42 |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2016 | Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2020 | Bayesian dynamic variable selection in high dimensions In: Papers. [Full Text][Citation analysis] | paper | 12 |
2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2023 | BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2020 | High-dimensional macroeconomic forecasting using message passing algorithms In: Papers. [Full Text][Citation analysis] | paper | 14 |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 nother version. Agregated cites: 0 | paper | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation In: Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2022) In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2022) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions In: Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions.(2022) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2022 | Probabilistic quantile factor analysis In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Probabilistic Quantile Factor Analysis.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Agreed and Disagreed Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Agreed and Disagreed Uncertainty.(2023) In: BCAM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Monitoring multicountry macroeconomic risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Monitoring multicountry macroeconomic risk.(2023) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Monitoring multicountry macroeconomic risk.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Monitoring multicountry macroeconomic risk.(2023) In: Working Paper series. [Full Text][Citation analysis] This paper has nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 13 | paper | |
2022 | The Effect of News Shocks and Monetary Policy.(2022) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | chapter | |
2017 | The Effect of News Shocks and Monetary Policy.(2017) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother 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 nother 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 nother 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 nother 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 | 123 |
2010 | Assessing the transmission of monetary policy using dynamic factor models.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | 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 nother version. Agregated cites: 123 | paper | |
2009 | Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
2019 | Forecasting with High?Dimensional Panel VARs In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 27 |
2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2015 | Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | 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 nother 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 nother version. Agregated cites: 8 | paper | |
2016 | Bayesian Compressed Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 49 |
2016 | Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2019 | Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2016 | Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2017 | Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2017 | Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2019 | Adaptive hierarchical priors for high-dimensional vector autoregressions.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2018 | Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2020 | Energy Markets and Global Economic Conditions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 101 |
2020 | Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2022 | Energy Markets and Global Economic Conditions.(2022) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | article | |
2011 | A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 53 |
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 nother version. Agregated cites: 53 | 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 nother version. Agregated cites: 53 | 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 nother version. Agregated cites: 53 | paper | |
2011 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | 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 nother version. Agregated cites: 53 | 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 nother version. Agregated cites: 53 | article | |
2011 | Hierarchical shrinkage priors for dynamic regressions with many predictors In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 50 |
2013 | Hierarchical shrinkage priors for dynamic regressions with many predictors.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
2011 | Hierarchical shrinkage priors for dynamic regressions with many predictors.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2011 | Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2011 | VAR forecasting using Bayesian variable selection In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 120 |
2009 | VAR forecasting using Bayesian variable selection.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
2011 | VAR Forecasting Using Bayesian Variable Selection.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
2013 | VAR FORECASTING USING BAYESIAN VARIABLE SELECTION.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 120 | article | |
2011 | Hierarchical shrinkage in time-varying parameter models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 86 |
2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2011 | Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2014 | Hierarchical Shrinkage in Time?Varying Parameter Models.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | article | |
2011 | Bayesian methods In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 2 |
2013 | Bayesian methods.(2013) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
2015 | The Contribution of Structural Break Models to Forecating Macroeconomic Series In: LIDAM Reprints CORE. [Citation analysis] | paper | 41 |
2011 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | 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 nother version. Agregated cites: 41 | article | |
2021 | The time-varying evolution of inflation risks In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2010 | Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 266 |
2011 | Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | paper | |
2009 | Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | paper | |
2011 | Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | paper | |
2012 | FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | 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 | 62 |
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 nother version. Agregated cites: 62 | 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 nother version. Agregated cites: 62 | 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 nother version. Agregated cites: 62 | 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 nother version. Agregated cites: 62 | paper | |
2012 | Large Time-Varying Parameter VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 283 |
2013 | Large time-varying parameter VARs.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 283 | article | |
2012 | Large time-varying parameter VARs.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 283 | paper | |
2012 | Large time-varying parameter VARs.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 283 | paper | |
2012 | Large Time-Varying Parameter VARs.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 283 | paper | |
2012 | Bayesian forecasting with highly correlated predictors In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2013 | Bayesian forecasting with highly correlated predictors.(2013) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2012 | Bayesian forecasting with highly correlated predictors.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2012 | Bayesian Forecasting with Highly Correlated Predictors.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2013 | A New Index of Financial Conditions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 239 |
2014 | A new index of financial conditions.(2014) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | article | |
2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | paper | |
2013 | A New Index of Financial Conditions.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | paper | |
2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | 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 nother 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 nother version. Agregated cites: 14 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
2016 | Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2015 | Model Uncertainty in Panel Vector Autoregressive Models.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2018 | ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 2 | paper | |
2015 | Quantile forecasts of inflation under model uncertainty.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2015 | Prior selection for panel vector autoregressions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2016 | Prior selection for panel vector autoregressions.(2016) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2015 | Prior selection for panel vector autoregressions.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2015 | Prior selection for panel vector autoregressions.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 nother 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 | 10 |
2017 | Quantile regression forecasts of inflation under model uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 44 |
2019 | Decomposing global yield curve co-movement In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
2016 | Decomposing Global Yield Curve Co-Movement.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2008 | Forecasting in vector autoregressions with many predictors In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 30 |
2008 | Forecasting in vector autoregressions with many predictors.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2016 | Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Forecasting with many predictors using message passing algorithms In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 16 |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2017 | Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 17 |
2020 | Exchange rate predictability and dynamic Bayesian learning.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | paper | |
2018 | Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 62 |
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 nother version. Agregated cites: 62 | paper | |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 22 |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 nother 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 nother 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 | 528 |
2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 528 | paper | |
2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 528 | paper | |
2010 | The dynamic effects of U.S. monetary policy on state unemployment In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2011 | The Dynamic Effects of U.S. Monetary Policy on State Unemployment.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | Forecasting with Factor Models: A Bayesian Model Averaging Perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
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