Skip to Main Content

Advertisement

MIT Press Direct, home Open Menu
header search
Search
Advanced Search
Skip Nav Destination

Conditional Forecasts in Dynamic Multivariate Models

The Review of Economics and Statistics (1999) 81 (4): 639–651.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
Bank Capital Requirements, Lending Supply, and Economic Activity: A Scenario Analysis Perspective
  • Antonio M. Conti
  • Andrea Nobili
  • Federico M. Signoretti
Journal of Forecasting (2025) 44 (3): 1132.
Stabilizing Taiwan’s economy: The role of energy pricing policy versus monetary policy
  • Yi-Hua Wu
  • Liang-Jyi Fang
Energy (2025) 323: 135554.
Natural gas prices, inflation expectations, and the pass-through to euro area inflation
  • Maximilian Boeck
  • Thomas O. Zörner
Energy Economics (2025) 141: 108061.
On the change point test for SVAR-GARCH models via ICA
  • Sangjo Lee
  • Sangyeol Lee
Communications for Statistical Applications and Methods (2025) 32 (1): 125.
Can monetary and fiscal policy account for South Africa’s stagnation?
  • Tumisang Loate
  • Nicola Viegi
Applied Economics 1.
Reconsidering the Fed's Inflation Forecasting Advantage
  • AMY Y. GUISINGER
  • MICHAEL W. MCCRACKEN
  • MICHAEL T. OWYANG
Journal of Money, Credit and Banking (2025) 57 (1): 5.
The credit channel of the sovereign spread: A Bayesian SVAR analysis
  • Gianluca Cafiso
  • Alessandro Missale
  • Giulia Rivolta
Economic Modelling (2025) 144: 106984.
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints
  • Joshua C.C. Chan
  • Davide Pettenuzzo
  • Aubrey Poon
  • Dan Zhu
Journal of Economic Dynamics and Control (2025) 173: 105061.
Energy Transition Metals: Bottleneck for Net-Zero Emissions?
  • Lukas Boer
  • Andrea Pescatori
  • Martin Stuermer
Journal of the European Economic Association (2024) 22 (1): 200.
A Forecasting Framework for Core Domestic Banks in Malta
  • Michele Andreani
SSRN Electronic Journal (2024)
A modelling framework for equity portfolio projections under different carbon price scenarios
  • Lorenzo Prosperi
  • Luca Zanin
Journal of Climate Finance (2024) 6: 100033.
Megatrends and the U.S. Economy, 1890-2040
  • Joseph H. Davis
  • Lukas Brandl-Cheng
SSRN Electronic Journal (2024)
Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies
  • Maria Sole Pagliari
European Economic Review (2024) 168: 104817.
An analytical framework for assessing climate transition risks: an application to France
  • Thomas Allen
  • Stéphane Dées
  • Carlos Mateo Caicedo Graciano
  • Laurent Clerc
  • Annabelle de Gaye
  • Noëmie Lisack
  • Fulvio Pegoraro
  • Marie Rabaté
Review of World Economics (2024)
Fan charts 2.0: Flexible forecast distributions with expert judgement
  • Andrej Sokol
International Journal of Forecasting (2024)
Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression
  • Milan Szabo
Journal of Forecasting (2024) 43 (6): 1975.
Transparency and forecasting: the impact of conditioning assumptions on forecast accuracy
  • Katja Heinisch
  • Christoph Schult
  • Carola Stapper
Applied Economics Letters 1.
Effectiveness of ATM withdrawal forecasting methods under different market conditions
  • Marcin Suder
  • Henryk Gurgul
  • Belem Barbosa
  • Artur Machno
  • Łukasz Lach
Technological Forecasting and Social Change (2024) 200: 123089.
Autocovariances and Autocorrelation Properties of Diagonal Vector Autoregressive and Multivariate Autoregressive Distributed Lag Models
  • Udoh E. D.
  • Usoro A. E.
African Journal of Mathematics and Statistics Studies (2024) 7 (1): 114.
Effect of macroeconomic shocks on the shipping market: Focusing on COVID-19 pandemic
  • Sunghwa Park
  • Janghan Kwon
  • Hanna Kim
  • Heeyoung Ryu
  • Taeil Kim
The Asian Journal of Shipping and Logistics (2024)
Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis
  • Ursel Baumann
  • David Lodge
  • Mirela S. Miescu
International Journal of Finance & Economics (2024) 29 (1): 76.
Beast: A Model for the Assessment of System-Wide Risks and Macroprudential Policies
  • Katarzyna Barbara Budnik
  • Johannes Groß
  • Gianluca Vagliano
  • Ivan Dimitrov
  • Max Lampe
  • Jiri Panos
  • Sofia Velasco
  • Louis Boucherie
  • Martina Jancokova
SSRN Electronic Journal (2023)
Forecasting Core Inflation and Its Goods, Housing, and Supercore Components
  • Todd E. Clark
  • Matthew Gordon
  • Saeed Zaman
SSRN Electronic Journal (2023)
Natural Gas Prices and Unnatural Propagation Effects: The Role of Inflation Expectations in the Euro Area
  • Maximilian Böck (Boeck)
  • Thomas O. Zoerner (Zörner)
SSRN Electronic Journal (2023)
Change point test for structural vector autoregressive model via independent component analysis
  • Sangjo Lee
  • Sangyeol Lee
  • Koichi Maekawa
Journal of Statistical Computation and Simulation (2023) 93 (5): 687.
A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico
  • Erik Andres–Escayola
  • Juan Carlos Berganza
  • Rodolfo G. Campos
  • Luis Molina
Latin American Journal of Central Banking (2023) 4 (1): 100079.
Shadow-Rate VARs
  • Andrea Carriero
  • Todd E. Clark
  • Massimiliano Marcellino
  • Elmar Mertens
SSRN Electronic Journal (2023)
Nowcasting the output gap
  • Tino Berger
  • James Morley
  • Benjamin Wong
Journal of Econometrics (2023) 232 (1): 18.
Oil price assumptions for macroeconomic policy
  • Stavros Degiannakis
  • George Filis
Energy Economics (2023) 117: 106425.
Disentangling demand and supply shocks in the shipping freight market: their impact on shipping investments
  • Nikos K. Nomikos
  • Dimitris A. Tsouknidis
Maritime Policy & Management (2023) 50 (5): 563.
Conditional Forecasts in Large Bayesian VARs with Multiple Soft and Hard Constraints
  • Joshua CC Chan
  • Davide Pettenuzzo
  • Aubrey Poon
  • Dan Zhu
SSRN Electronic Journal (2023)
The COVID-19 shock and challenges for inflation modelling
  • Elena Bobeica
  • Benny Hartwig
International Journal of Forecasting (2023) 39 (1): 519.
Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks
  • Elizaveta Lukmanova
  • Katrin Rabitsch
European Economic Review (2023) 158: 104557.
Oil price uncertainty, financial distress and real economic activities: Evidence from China
  • Li Li
  • Hongyi Chen
  • Jingjie Xiang
Pacific-Basin Finance Journal (2023) 81: 102103.
Macro‐financial effects of monetary policy easing
  • George N. Apostolakis
  • Nikolaos Giannellis
  • Athanasios P. Papadopoulos
Journal of Forecasting (2023) 42 (3): 715.
Assessing the resilience of the US banking sector under a macroeconomic stress testing
  • Mohamed Lachaab
Journal of Economic Studies (2023)
Granger causality based on vector time series and quaternion algebra with possible applications to molecular dynamics data analysis
  • Marcin Sobieraj
  • Marek W. Kalinowski
  • Bogdan Lesyng
Physical Review E (2023) 108 (5)
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions*
  • Sune Karlsson
  • Pär Österholm
The Scandinavian Journal of Economics (2023) 125 (1): 287.
Long-horizon stock valuation and return forecasts based on demographic projections
  • Chaoyi Chen
  • Nikolay Gospodinov
  • Alex Maynard
  • Elena Pesavento
Journal of Empirical Finance (2022) 68: 190.
Cyclical signals from the labor market
  • Tino Berger
  • Paul David Boll
  • James Morley
  • Benjamin Wong
Oxford Open Economics (2022) 1
What goes around comes around: How large are spillbacks from US monetary policy?
  • Max Breitenlechner
  • Georgios Georgiadis
  • Ben Schumann
Journal of Monetary Economics (2022) 131: 45.
Binary Conditional Forecasts
  • Michael W. McCracken
  • Joseph T. McGillicuddy
  • Michael T. Owyang
Journal of Business & Economic Statistics (2022) 40 (3): 1246.
New Evidence on Monetary Transmission: Interest Rate Versus Inflation Target Shocks
  • Elizaveta Lukmanova
  • Katrin Rabitsch
SSRN Electronic Journal (2022)
Non-renewable resource extraction over the long term: empirical evidence from global copper production
  • Martin Stuermer
Mineral Economics (2022) 35 (3-4): 617.
Measurement and Evaluation of Convergence of Japan’s Marine Fisheries and Marine Tourism
  • Wei Yao
  • Weikun Zhang
  • Wenxiu Li
  • Penglong Li
Sustainability (2022) 14 (15): 9108.
How do fiscal adjustments work? An empirical investigation
  • Madina Karamysheva
Journal of Economic Dynamics and Control (2022) 137: 104347.
Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics
  • Srikanta Kundu
  • Amartya Paul
International Review of Economics & Finance (2022) 80: 597.
Identification of Non-Rational Risk Shocks
  • Maximilian Böck
SSRN Electronic Journal (2022)
Do non-performing loans matter for bank lending and the business cycle in euro area countries?
  • Ivan Huljak
  • Reiner Martin
  • Diego Moccero
  • Cosimo Pancaro
Journal of Applied Economics (2022) 25 (1): 1050.
Oil Price Assumptions for Macroeconomic Policy
  • Stavros Antonios Degiannakis
  • George Filis
SSRN Electronic Journal (2022)

Advertisement

  • Online ISSN 1530-9142
  • Print ISSN 0034-6535
A product of The MIT Press
Newsletter sign up

MIT Press Direct

Information

MIT Press

Contact Us

© 2025 The MIT Press
This Feature Is Available To Subscribers Only

or Create an Account

Close Modal
Close Modal
This site uses cookies. By continuing to use our website, you are agreeing to our privacy policy. No content on this site may be used to train artificial intelligence systems without permission in writing from the MIT Press.
Accept