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Large Vector Autoregressions with Stochastic Volatility and Flexible Priors. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
In: Working Papers (Old Series).
RePEc:fip:fedcwp:1617.

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  1. 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.

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  2. Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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  3. Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen.
    In: Working papers.
    RePEc:bfr:banfra:920.

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  4. Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models. (2022). Petrova, Katerina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:230:y:2022:i:1:p:154-182.

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  5. Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”. (2022). Bognanni, Mark.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:227:y:2022:i:2:p:498-505.

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  6. Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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  7. Forecasting economic activity with mixed frequency BVARs. (2019). Justiniano, Alejandro ; Butters, Andrew R ; Brave, Scott A.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1692-1707.

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  8. Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1658-1668.

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  9. A quasi-Bayesian local likelihood approach to time varying parameter VAR models. (2019). Petrova, Katerina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:286-306.

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  10. Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

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  11. Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192227.

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  12. Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric.
    In: Working Paper Series.
    RePEc:uts:ecowps:43.

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  8. The Financial and Macroeconomic Effects of OMT Announcements. (2014). Lenza, Michele ; Giannone, Domenico ; Altavilla, Carlo ; Carlo Altavilla , .
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  9. Forecasting business-cycle turning points with (relatively large) linear systems in real time. (2013). Schreiber, Sven.
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