Conditional Forecasts in Dynamic Multivariate Models
暂无分享,去创建一个
[1] G. Nelson,et al. Policy analysis with econometric models. , 1996 .
[2] A. Goldberger,et al. The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model , 1961 .
[3] Peter Christoffersen,et al. Working Papers Working Papers Working Papers Working Papers Cointegration and Long-horizon Forecasting Cointegration and Long-horizon Forecasting , 2022 .
[4] John Geweke,et al. Monte carlo simulation and numerical integration , 1995 .
[5] Christopher A. Sims,et al. Using a likelihood perspective to sharpen econometric discourse: Three examples , 2000 .
[6] Tao Zha,et al. Error Bands for Impulse Responses , 1999 .
[7] C. Sims,et al. Bayesian methods for dynamic multivariate models , 1998 .
[8] T. Zha. Block recursion and structural vector autoregressions , 1999 .
[9] Robert B. Litterman. Forecasting with Bayesian Vector Autoregressions-Five Years of Experience , 1984 .
[10] Robert B. Litterman,et al. Forecasting and Conditional Projection Using Realistic Prior Distributions , 1983 .
[11] C. Sims,et al. What Does Monetary Policy Do , 1996 .
[12] Peter Schmidt,et al. THE ASYMPTOTIC DISTRIBUTION OF FORECASTS IN THE DYNAMIC SIMULATION OF AN ECONOMETRIC MODEL , 1974 .
[13] Anthony S. Tay,et al. Evaluating Density Forecasts , 1997 .
[14] Ellis W. Tallman,et al. Improving forecasts of the federal funds rate in a policy model , 1999 .
[15] K. West,et al. Asymptotic Inference about Predictive Ability , 1996 .
[16] A. R. Pagan,et al. Structural Models of the Liquidity Effect , 1998, Review of Economics and Statistics.
[17] F. Diebold,et al. The Past, Present, and Future of Macroeconomic Forecasting , 2020, Business Cycles.
[18] John Geweke,et al. Federal Reserve Bank of Minneapolis Research Department Staff Report 249 Using Simulation Methods for Bayesian Econometric Models: Inference, Development, and Communication , 2022 .
[19] C. Whiteman,et al. Monetary Aggregates as Monetary Targets: A Statistical Investigation , 1992 .
[20] Normalization, Probability Distribution, and Impulse Responses , 1997 .
[21] A Dynamic Multivariate Model for Use in Formulating Policy , 1998 .
[22] L. Kilian. Small-sample Confidence Intervals for Impulse Response Functions , 1998, Review of Economics and Statistics.
[23] Lawrence J. Christiano,et al. Monetary Policy Shocks: What Have We Learned and to What End? , 1998 .
[24] Preston J. Miller,et al. The Quantitative Significance of the Lucas Critique , 1991 .