22
H index
33
i10 index
2683
Citations
University of Glasgow (95% share) | 22 H index 33 i10 index 2683 Citations RESEARCH PRODUCTION: 28 Articles 150 Papers 3 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 16 years (2008 - 2024). 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 |
Journal of Econometrics | 3 |
International Economic Review | 3 |
European Economic Review | 3 |
Foundations and Trends(R) in Econometrics | 2 |
International Journal of Forecasting | 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 | |
2024 | Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper | |
2024 | Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2017). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564. 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 | |
2024 | 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 | |
2024 | 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 | |
2024 | 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 | |
2024 | 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 | 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 | |
2024 | Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456. Full description at Econpapers || Download paper | |
2024 | The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2024 | Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575. 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 | |
2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. 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 | |
2024 | Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442. Full description at Econpapers || Download paper | |
2023 | 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 | |
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 | 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 | |
2024 | Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2. 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 | Government spending news and stock price index. (2023). Biswas, Nabaneeta ; Duan, YI ; Yemba, Boniface. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00406. 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 | |
2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download 2024 | Shocked to the core: a new model to understand euro area inflation. (2024). Banbura, Marta ; Hernandez, Catalina Martinez ; Bobeica, Elena ; Babura, Marta. In: Research Bulletin. RePEc:ecb:ecbrbu:2024:0117:. Full description at Econpapers || Download paper |
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 | |
2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512. Full description at Econpapers || Download paper | |
2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. 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 | Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689. Full description at Econpapers || Download paper | |
2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. 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 | The confidence channel of U.S. financial uncertainty: Evidence from industry-level data. (2023). Rangaraju, Sandeep Kumar ; Karaki, Mohamad B. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003693. Full description at Econpapers || Download paper | |
2024 | Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133. 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 | |
2024 | Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390. Full description at Econpapers || Download paper | |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
2024 | Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159. 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 | A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093. Full description at Econpapers || Download paper | |
2024 | Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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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 | 44 |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | 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: 44 | article | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | 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: 44 | paper | |
2020 | Bayesian dynamic variable selection in high dimensions In: Papers. [Full Text][Citation analysis] | paper | 16 |
2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | 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: 16 | article | |
2020 | High-dimensional macroeconomic forecasting using message passing algorithms In: Papers. [Full Text][Citation analysis] | paper | 19 |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | 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: 19 | 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: 19 | 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: 19 | 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 | 4 |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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: 4 | article | |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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: 4 | paper | |
2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions In: Papers. [Full Text][Citation analysis] | paper | 8 |
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: 8 | article | |
2024 | Probabilistic Quantile Factor Analysis In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Agreed and Disagreed Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Agreed and Disagreed Uncertainty.(2023) In: BCAM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Agreed and Disagreed Uncertainty..(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Agreed and Disagreed Uncertainty.(2023) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Monitoring multicountry macroeconomic risk In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Monitoring multicountry macroeconomic risk.(2023) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Monitoring multicountry macroeconomic risk..(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Monitoring multicountry macroeconomic risk.(2023) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 | 126 |
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: 126 | 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: 126 | 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: 126 | 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 | |
2023 | Probabilistic Quantile Factor Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Monitoring multicountry macroeconomic risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
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 | 27 |
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: 27 | 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: 27 | paper | |
2020 | Energy Markets and Global Economic Conditions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 126 |
2020 | Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
2020 | Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | 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: 126 | 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 | 57 |
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: 57 | 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: 57 | 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: 57 | 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: 57 | 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: 57 | 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: 57 | article | |
2011 | Hierarchical shrinkage priors for dynamic regressions with many predictors In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 51 |
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: 51 | 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: 51 | 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: 51 | paper | |
2011 | VAR forecasting using Bayesian variable selection In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 126 |
2009 | VAR forecasting using Bayesian variable selection.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
2011 | VAR Forecasting Using Bayesian Variable Selection.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
2013 | VAR FORECASTING USING BAYESIAN VARIABLE SELECTION.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 126 | article | |
2011 | Hierarchical shrinkage in time-varying parameter models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 30 |
2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2011 | Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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: 30 | paper | |
2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
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 | 45 |
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: 45 | 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: 45 | article | |
2021 | The time-varying evolution of inflation risks In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2010 | Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 280 |
2011 | Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 280 | paper | |
2009 | Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 280 | paper | |
2011 | Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 280 | paper | |
2012 | FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 280 | 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 | 63 |
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: 63 | 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: 63 | 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: 63 | 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: 63 | paper | |
2012 | Large Time-Varying Parameter VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 308 |
2013 | Large time-varying parameter VARs.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 308 | article | |
2012 | Large time-varying parameter VARs.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 308 | paper | |
2012 | Large time-varying parameter VARs.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 308 | paper | |
2012 | Large Time-Varying Parameter VARs.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 308 | 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 | 290 |
2014 | A new index of financial conditions.(2014) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | article | |
2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | paper | |
2013 | A New Index of Financial Conditions.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | paper | |
2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | 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 | 65 |
2016 | Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | 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: 65 | 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: 65 | paper | |
2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
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: 42 | 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: 42 | 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: 42 | 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 | 50 |
2019 | Decomposing global yield curve co-movement In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
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: 10 | 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 | 18 |
2019 | High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | 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: 18 | paper | |
2017 | Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 21 |
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: 21 | 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: 21 | paper | |
2018 | Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 70 |
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: 70 | paper | |
2018 | Forecasting with High-Dimensional Panel VARs In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 20 |
2015 | Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | 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 | 541 |
2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 541 | 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: 541 | 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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