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Overreaction in Macroeconomic Expectations

The American economic review, 2020-09, Vol.110 (9), p.2748-2782

2020

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Large time-varying parameter VARs

Journal of econometrics, 2013-12, Vol.177 (2), p.185-198

2013

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Continuous System Simulation

1, 2006

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Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility

Journal of applied econometrics (Chichester, England), 2015-06, Vol.30 (4), p.551-575

2015

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Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models

International journal of forecasting, 2014-10, Vol.30 (4), p.996-1015

2014

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Macroeconomic forecasting and structural change

Journal of applied econometrics (Chichester, England), 2013-01, Vol.28 (1), p.82-101

2013

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Forecasts with Bayesian vector autoregressions under real time conditions

Journal of forecasting, 2024-04, Vol.43 (3), p.771-801

Pfarrhofer, Michael

2024

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Generalized Shrinkage Methods for Forecasting Using Many Predictors

Journal of business & economic statistics, 2012-10, Vol.30 (4), p.481-493

2012

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Rolling window selection for out-of-sample forecasting with time-varying parameters

Journal of econometrics, 2017-01, Vol.196 (1), p.55-67

2017

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Fundamental disagreement

Journal of monetary economics, 2016-10, Vol.83, p.106-128

2016

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Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models

Journal of econometrics, 2023-08, Vol.235 (2), p.1054-1086

2023

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The three-pass regression filter: A new approach to forecasting using many predictors

Journal of econometrics, 2015-06, Vol.186 (2), p.294-316

2015

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Mechanistic support for increased primary production around artificial reefs

Ecological applications, 2022-09, Vol.32 (6), p.e2617-n/a

2022

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ECONOMIC PREDICTIONS WITH BIG DATA: THE ILLUSION OF SPARSITY

Econometrica, 2021-09, Vol.89 (5), p.2409-2437

2021

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Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them

Journal of economic literature, 2021-12, Vol.59 (4), p.1135-1190

Rossi, Barbara

2021

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Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts

The American economic review, 2015-08, Vol.105 (8), p.2644-2678

2015

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Vulnerable Growth

The American economic review, 2019-04, Vol.109 (4), p.1263-1289

2019

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Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

Oxford bulletin of economics and statistics, 2016-08, Vol.78 (4), p.595-603

2016

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Subspace shrinkage in conjugate Bayesian vector autoregressions

Journal of applied econometrics (Chichester, England), 2023-06, Vol.38 (4), p.556-576

2023

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Forecasting with VAR models: Fat tails and stochastic volatility

International journal of forecasting, 2017-10, Vol.33 (4), p.1124-1143

2017

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Macroeconomic Uncertainty Through the Lens of Professional Forecasters

Journal of business & economic statistics, 2019-07, Vol.37 (3), p.436-446

2019

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The Formation of Expectations, Inflation, and the Phillips Curve

Journal of economic literature, 2018-12, Vol.56 (4), p.1447-1491

2018

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Dynamic prediction pools: An investigation of financial frictions and forecasting performance

Journal of econometrics, 2016-06, Vol.192 (2), p.391-405

2016

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Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Journal of the American Statistical Association, 2020-07, Vol.115 (531), p.1092-1110

2020

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Forecasting with Medium and Large Bayesian VARS

Journal of applied econometrics (Chichester, England), 2013-03, Vol.28 (2), p.177-203

Koop, Gary M.

2013

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Overreaction in Macroeconomic Expectations

Large time-varying parameter VARs

Continuous System Simulation

Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility

Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models

Macroeconomic forecasting and structural change

Forecasts with Bayesian vector autoregressions under real time conditions

Generalized Shrinkage Methods for Forecasting Using Many Predictors

Rolling window selection for out-of-sample forecasting with time-varying parameters

Fundamental disagreement

Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models

The three-pass regression filter: A new approach to forecasting using many predictors

Mechanistic support for increased primary production around artificial reefs

ECONOMIC PREDICTIONS WITH BIG DATA: THE ILLUSION OF SPARSITY

Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them

Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts

Vulnerable Growth

Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

Subspace shrinkage in conjugate Bayesian vector autoregressions

Forecasting with VAR models: Fat tails and stochastic volatility

Macroeconomic Uncertainty Through the Lens of Professional Forecasters

The Formation of Expectations, Inflation, and the Phillips Curve

Dynamic prediction pools: An investigation of financial frictions and forecasting performance

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Forecasting with Medium and Large Bayesian VARS

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