Add to ORKGThis study compares several Bayesian vector autoregressive (VAR) models for forecasting price inflation and output growth in China. The results indicate that models with shrinkage and model selection priors, that restrict some VAR coefficients to be close to zero, perform better than models with Normal prior
This paper provides an empirical comparison of various selection and penalized regression approache...
There are many types of econometric models used in predicting the inflation rate, but in this study ...
In this paper, we investigate the forecasting performance of the median Consumer Price Index (CPI) i...
This study compares several Bayesian vector autoregressive (VAR) models for forecasting price inflat...
This paper develops a multivariate time series model to forecast output growth and inflation in the ...
We attempt to forecast inflation and output gap of Pakistan using Bayesian VARs. We implement three ...
Forecasting of inflation has become crucial for both policy makers and private agents who try to und...
The application of Vector Autoregressive (VAR) models to macroeconomic forecasting problems was sugg...
Macroeconomists are increasingly working with large Vector Autoregressions (VARs) where the number o...
This dissertation collects three independent essays in the area of Macroeconomics and Macroeconomic ...
In this paper, we construct a large Bayesian Vector Autoregressive model (BVAR) for the Euro Area th...
This paper develops methods for estimating and forecasting in Bayesian panel vector autoregressions ...
This paper develops methods for estimating and forecasting in Bayesian panel vector autoregressions ...
This paper evaluates the real-time forecast performance of alternative Bayesian Vector Autoregressiv...
In this paper we focus on the development of multiple time series models for forecasting Irish Infla...
This paper provides an empirical comparison of various selection and penalized regression approache...
There are many types of econometric models used in predicting the inflation rate, but in this study ...
In this paper, we investigate the forecasting performance of the median Consumer Price Index (CPI) i...
This study compares several Bayesian vector autoregressive (VAR) models for forecasting price inflat...
This paper develops a multivariate time series model to forecast output growth and inflation in the ...
We attempt to forecast inflation and output gap of Pakistan using Bayesian VARs. We implement three ...
Forecasting of inflation has become crucial for both policy makers and private agents who try to und...
The application of Vector Autoregressive (VAR) models to macroeconomic forecasting problems was sugg...
Macroeconomists are increasingly working with large Vector Autoregressions (VARs) where the number o...
This dissertation collects three independent essays in the area of Macroeconomics and Macroeconomic ...
In this paper, we construct a large Bayesian Vector Autoregressive model (BVAR) for the Euro Area th...
This paper develops methods for estimating and forecasting in Bayesian panel vector autoregressions ...
This paper develops methods for estimating and forecasting in Bayesian panel vector autoregressions ...
This paper evaluates the real-time forecast performance of alternative Bayesian Vector Autoregressiv...
In this paper we focus on the development of multiple time series models for forecasting Irish Infla...
This paper provides an empirical comparison of various selection and penalized regression approache...
There are many types of econometric models used in predicting the inflation rate, but in this study ...
In this paper, we investigate the forecasting performance of the median Consumer Price Index (CPI) i...