„BVAR“
Suchergebnisse
18 Treffer
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Point, interval and density forecasts of exchange rates with time-varying parameter models
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Forecast accuracy of a BVAR under alternative specifications of the zero lower bound
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Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area
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Addressing COVID-19 outliers in BVARs with stochastic volatility
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What drives the German TARGET balances? – evidence from a BVAR approach
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Data-based priors for vector error correction models
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BVAR models with economic priors: An application to the propagation of U.S. regional cycles to Canada
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A Comparison of Approaches to Select the Informativeness of Priors in BVARs
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Forecasting Connecticut home sales in a BVAR framework using coincident and leading indexes
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A Comparison of Consensus and BVAR Macroeconomic Forecasts
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Multivariate macroeconomic forecasting: from DSGE and BVAR to artificial neural networks
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Macroeconomic uncertainty and forecasting macroeconomic aggregates
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FDI, growth and trade partisan conflict in the US: TVP-BVAR approach
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BVAR-Connect: A Variational Bayes Approach to Multi-Subject Vector Autoregressive Models for Inference on Brain Connectivity Networks
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Lessons from Japan and the US for the Euro area – Forecasting Deflation Risk - a BVAR Analysis
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The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model
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Heterogeneity in euro-area monetary policy transmission – results from a large multi-country BVAR model
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Bayesian Vector Autoregressive Procedure for Forecasting Swiss Economy – BVARs methodology for forecasting real GDP and inflation growth in Switzerland using asset prices