nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A multi-country approach to forecasting output growth using PMIs
|
Chudik, Alexander |
|
2016 |
192 |
2 |
p. 349-365 17 p. |
artikel |
2 |
Dynamic prediction pools: An investigation of financial frictions and forecasting performance
|
Del Negro, Marco |
|
2016 |
192 |
2 |
p. 391-405 15 p. |
artikel |
3 |
Editorial Board
|
|
|
2016 |
192 |
2 |
p. IFC- 1 p. |
artikel |
4 |
Gaussian mixture vector autoregression
|
Kalliovirta, Leena |
|
2016 |
192 |
2 |
p. 485-498 14 p. |
artikel |
5 |
Innovations in multiple time series analysis
|
Breitung, Jörg |
|
2016 |
192 |
2 |
p. 329-331 3 p. |
artikel |
6 |
Joint confidence sets for structural impulse responses
|
Inoue, Atsushi |
|
2016 |
192 |
2 |
p. 421-432 12 p. |
artikel |
7 |
Large Bayesian VARMAs
|
Chan, Joshua C.C. |
|
2016 |
192 |
2 |
p. 374-390 17 p. |
artikel |
8 |
Robust econometric inference with mixed integrated and mildly explosive regressors
|
Phillips, Peter C.B. |
|
2016 |
192 |
2 |
p. 433-450 18 p. |
artikel |
9 |
Striated Metropolis–Hastings sampler for high-dimensional models
|
Waggoner, Daniel F. |
|
2016 |
192 |
2 |
p. 406-420 15 p. |
artikel |
10 |
Structural analysis with Multivariate Autoregressive Index models
|
Carriero, Andrea |
|
2016 |
192 |
2 |
p. 332-348 17 p. |
artikel |
11 |
TENET: Tail-Event driven NETwork risk
|
Härdle, Wolfgang Karl |
|
2016 |
192 |
2 |
p. 499-513 15 p. |
artikel |
12 |
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
|
Harris, David |
|
2016 |
192 |
2 |
p. 451-467 17 p. |
artikel |
13 |
The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case
|
Anderson, Brian D.O. |
|
2016 |
192 |
2 |
p. 366-373 8 p. |
artikel |
14 |
Vector autoregressive moving average identification for macroeconomic modeling: A new methodology
|
Poskitt, D.S. |
|
2016 |
192 |
2 |
p. 468-484 17 p. |
artikel |