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DP11388 In-sample Inference and Forecasting in Misspecified Factor Models 智库出版物
2016
作者:  Barbara Rossi
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Forecasting  Regularization methods  Factor models  Ridge  Partial least squares  Principal components  Sparsity  Large datasets  Variable selection  Gdp forecasts  
DP9312 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 智库出版物
2013
作者:  Massimiliano Marcellino;  Andrea Carriero;  Todd Clark
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Bayesian methods  Forecasting  Mixed frequency models  Prediction  
DP9118 What Central Bankers Need to Know about Forecasting Oil Prices 智库出版物
2012
作者:  Lutz Kilian;  Christiane Baumeister
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Central banks  Forecasting methods  Oil futures prices  Out-of-sample forecast  Quarterly horizon  Real price of oil  Real-time data  Var  
DP8755 Prior Selection for Vector Autoregressions 智库出版物
2012
作者:  Domenico Giannone;  Michele Lenza;  Giorgio Primiceri
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian methods  Forecasting  Hierarchical modeling  Impulse responses  Marginal likelihood  
DP7796 Forecasting Government Bond Yields with Large Bayesian VARs 智库出版物
2010
作者:  Massimiliano Marcellino;  George Kapetanios;  Andrea Carriero
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Bayesian methods  Forecasting  Term structure  
DP3269 Price Discrimination in Oligopoly: Evidence from Swedish Newspapers 智库出版物
2002
作者:  Björn Marcus Asplund;  Rickard Eriksson;  Niklas Strand
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Forecasting  inflation  Panel var models  Markov chain monte carlo methods  
DP2988 Evidence of Information Spillovers in the Production of Investment Banking Services 智库出版物
2001
作者:  Alexander Ljungqvist;  Lawrence M Benveniste;  William J Wilhelm Jr;  Xiaoyun Yu
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Forecasting  Turning points  Bayesian methods panel var markov chains monte carlo methods  
Conclusions from the Forecasts Collected by the International Energy Workshop (IEW). 智库出版物
1991
作者:  Manne A;  Schrattenholzer L;  Härter, M.
Adobe PDF(1510Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
The International Energy Workshop, prices and quantities, trends, forecasting methods, conclusions