Real‐time forecasting of the Australian macroeconomy using flexible Bayesian VARs-Reference-Cited by-同舟云学术

Real‐time forecasting of the Australian macroeconomy using flexible Bayesian VARs

Published:2022-10-11 Issue:2 Volume:42 Page:418-451
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Hou Chenghan¹^ORCID,Nguyen Bao²,Zhang Bo³⁴^ORCID

Affiliation:

1. Center for Economics, Finance and Management Studies Hunan University Changsha China

2. Tasmanian School of Business and Economics, University of Tasmania and Centre for Applied Macroeconomic Analysis (CAMA) Australian National University Canberra Australian Capital Territory Australia

3. Business School Wenzhou University Wenzhou China

4. Centre for Applied Macroeconomic Analysis (CAMA) Australian National University Canberra Australian Capital Territory Australia

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2913

Reference50 articles.

1. Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models

2. Large Bayesian vector auto regressions

3. Forecasting GDP with global components: This time is different

4. Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154]

5. Common Drifting Volatility in Large Bayesian VARs

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Forecasting oil prices: Can large BVARs help?;Energy Economics;2024-09

2. Macroeconomic real‐time forecasts of univariate models with flexible error structures;Journal of Forecasting;2024-08-10

3. Machine learning in long-term mortality forecasting;The Geneva Papers on Risk and Insurance - Issues and Practice;2024-04

4. Forecasting greenhouse air and soil temperatures: A multi-step time series approach employing attention-based LSTM network;Computers and Electronics in Agriculture;2024-02

5. An Investigation of the Perceptual Engineering Theory Based on the Portable Leisure Beverage Experience Space;Communications in Computer and Information Science;2024