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Bayesian VARs with Large Panels
16 references·1 citing·42 second hop
Bayesian VARs with Large Panels (2007)Bayesian VARs with Large PanelsComparing Alternative Predictors Based on Large‐Panel Factor Models (2011)Comparing Alternative Predict…Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? (2006)Forecasting Using a Large Num…Does Information Help Recovering Structural Shocks from past Observations? (2006)Does Information Help Recover…Understanding and Comparing Factor-Based Forecasts (2005)Understanding and Comparing F…Principal components at work: the empirical analysis of monetary policy with large data sets (2005)Principal components at work:…Monetary Policy in Real Time (2004)Monetary Policy in Real TimeMacroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Macroeconomic forecasting in …Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Monetary Policy in a Data-Rich Environment (2001)Monetary Policy in a Data-Ric…Vector Autoregressions: Forecasting and Reality (1999)Vector Autoregressions: Forec…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Bayesian Methods for Dynamic Multivariate Models (1998)Bayesian Methods for Dynamic …What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification (1994)The Dynamic Impacts of Moneta…The Sources of Financial Crisis: Pre- and Post-Fed Evidence (1991)The Sources of Financial Cris…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks? (2011)Does Inflation Adjust Faster …Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Are Forecasting Models Usable for Policy Analysis? (1986)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Introduction to Multiple Time Series Analysis (1993)Forecasting Using Relative Entropy (2005)Chapter 1 Bayesian Forecasting (2006)Aggregate Cost Stickiness in GAAP Financial Statements and Future Unemployment Rate (2017)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Determining the Number of Factors in Approximate Factor Models (2002)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach (2008)Large Bayesian VARs (2008)Large Dimensional Factor Analysis (2008)The Role of Monetary Policy (1995)The Cost Channel of Monetary Transmission (2000)On the dynamic effects of oil price shocks: a study using industry level data (2002)Modest policy interventions (2003)Macroeconomic Forecasting Using Diffusion Indexes (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Measuring Uncertainty (2015)Macroeconomics and Reality (1980)Forecasting and conditional projection using realistic prior distributions (1984)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Large Bayesian vector auto regressions (2009)Forecasting inflation (1999)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Forecasting the path of China's CO2 emissions using province-level information (2008)Forecasting with panel data (2008)MONEY, INCOME, AND CAUSALITY (1972)The federal funds rate and the channels of monetary transmission (1989)Vector Autoregressions (2001)What are the effects of fiscal policy shocks? (2009)Discretion versus policy rules in practice (1993)Determining the Number of Factors in the General Dynamic Factor Model (2007)Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)
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References

  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 1994The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification435 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
  • 2004Monetary Policy in Real Time339 cited
  • 1999Vector Autoregressions: Forecasting and Reality171 cited
  • 2005Principal components at work: the empirical analysis of monetary policy with large data sets167 cited
  • 2011Comparing Alternative Predictors Based on Large‐Panel Factor Models139 cited
  • 2006Does Information Help Recovering Structural Shocks from past Observations?133 cited
  • 2005Understanding and Comparing Factor-Based Forecasts115 cited
  • 1991The Sources of Financial Crisis: Pre- and Post-Fed Evidence73 cited
  • 2001Monetary Policy in a Data-Rich Environment69 cited

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  • 2006Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?68 cited
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    • 2011Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?19 cited