Mile End Road
London, London E1 4NS
United Kingdom
Queen Mary, University of London
SSRN RANKINGS
in Total Papers Citations
Uncertainty, Endogeneity, Identification, Stochastic Volatility, Bayesian Methods
forecasting, downside risk, asymmetries
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Bayesian VARs, stochastic volatility, outliers, pandemics, forecasts
inflation, volatility, global factors, large datasets, multivariate autoregressive index models, reduced rank regressions, forecasting
Forecasting, Global factors, inflation, large datasets, Multivariate Autoregressive Index models, Reduced Rank Regressions, volatility
Bayesian VARs, stochastic volatility, pandemics
multivariate autoregressive index models, stochastic volatility, reduced rank regressions, Bayesian VARs, factor models, structural analysis
term structure, volatility, density forecasting, no arbitrage
Business cycle uncertainty, large datasets, stochastic volatility
Bayesian VARs, factor models, forecasting, large datasets, Multivariate Autoregressive Index models, Reduced Rank Regressions, structural analysis
