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Point and density forecasts for the euro area using Bayesian VARs
16 references·1 citing·42 second hop
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References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
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  • 2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?521 cited
  • 2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests

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519 cited
  • 2010Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules510 cited
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    • 2019Bagged neural networks for forecasting Polish (low) inflation29 cited