Via Roentgen 1
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
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Expectations Theory, Macroeconomic information in Finance
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id528285.
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Expectations theory, macroeconomic information in finance
Bayesian methods, Interest rate forecasting, Essentially Affine Term Structure Models, Vector Autoregression Models
Bayesian VARs, stochastic volatility, large datasets
Bayesian VARs, Stochastic Volatility, Large Datasets
Prediction, forecasting, Bayesian methods, mixed frequency models
File name: DP9312.
Bayesian methods, forecasting, mixed frequency models, Prediction
Bayesian VARs, forecasting, prior specification, lag length, marginal likelihood
File name: DP8273.
Bayesian VARs, forecasting, marginal likelihood, prior specification
Bayesian VAR, Forecasting, Time-varying parameters, Stochastic volatility
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: obes.
Bayesian VARs, stochastic volatility, forecasting, prior specification
File name: DP8894.
Bayesian VARs, forecasting, prior specification, stochastic volatility
File name: DP7008.
Bayesian VAR, Exchange Rates, Forecasting
File name: DP7796.
Bayesian methods, Forecasting, Term Structure
File name: j-2354.
File name: j-0084.
File name: DP7446.
Bayesian VARs, factor models, forecasting, reduced rank
Term structure, zero-lower bound, risk premiums, inflation expectations
File name: DP9848.
density forecasting, no arbitrage, stochastic volatility, Term structure
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