Search for

Results of search for Bayesian VAR

Records found: 16

DP14065	Chinese Financial Conditions and their Spillovers to the Global Economy and Markets Author(s): Rong Fu, Jeremy Lawson, Carolina Martinez and Abigail Watt Published: October 2019
DP10936	World Asset Markets and the Global Financial Cycle Author(s): Silvia Miranda-Agrippino and Hélène Rey Published: November 2015
DP10801	Structural Analysis with Multivariate Autoregressive Index Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 2015
DP10495	What are the macroeconomic effects of asset purchases? Author(s): Martin Weale and Tomasz Wieladek Published: March 2015
DP9576	Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? Author(s): Refet S. Gürkaynak, Burçin Kisacikoglu and Barbara Rossi Published: July 2013
DP8894	Common Drifting Volatility in Large Bayesian VARs Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: March 2012
DP8604	Incorporating theoretical restrictions into forecasting by projection methods Author(s): Raffaella Giacomini and Giuseppe Ragusa Published: October 2011
DP8273	Bayesian VARs: Specification Choices and Forecast Accuracy Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: February 2011
DP8080	Asset Prices, News Shocks and the Current Account Author(s): Marcel Fratzscher and Roland Straub Published: October 2010
DP7746	Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach Author(s): Domenico Giannone, Michele Lenza, Daphne Momferatou and Luca Onorante Published: March 2010
DP7614	Asset Prices, Exchange Rates and the Current Account Author(s): Marcel Fratzscher, Luciana Juvenal and Lucio Sarno Published: December 2009
DP7446	Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 2009
DP7008	Forecasting Exchange Rates with a Large Bayesian VAR Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: October 2008
DP6326	Bayesian VARs with Large Panels Author(s): Marta Banbura, Domenico Giannone and Lucrezia Reichlin Published: June 2007
DP5829	Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? Author(s): Christine De Mol, Domenico Giannone and Lucrezia Reichlin Published: September 2006
DP4537	What Does A Technology Shock Do? A VAR Analysis with Model-based Sign Restrictions Author(s): Luca Dedola and Stefano Neri Published: September 2004

Records Found 16