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Bootstrap prediction bands for forecast paths from vector autoregressive models
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Bootstrap prediction bands for forecast paths from vector autoregressive models (2010)Bootstrap prediction bands for forecast p…Representing uncertainty about response paths: The use of heuristic optimisation methods (2006)Representing uncertainty abou…Bootstrap prediction intervals for autoregressive time series (2006)Bootstrap prediction interval…Vector Autoregressions (2001)Vector AutoregressionsBootstrapping prediction intervals for autoregressive models (2001)Bootstrapping prediction inte…Bootstrap-After-Bootstrap Prediction Intervals for Autoregressive Models (2001)Bootstrap-After-Bootstrap Pre…Asymptotic and bootstrap prediction regions for vector autoregression (1999)Asymptotic and bootstrap pred…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS (1995)IMPROVED BOOTSTRAP PREDICTION…Bootstrap prediction intervals for autoregressions (1990)Bootstrap prediction interval…Bootstrap Prediction Intervals for Autoregression (1990)Bootstrap Prediction Interval…Bootstrap multi-step forecasts of non-Gaussian VAR models (2014)Bootstrap multi-step forecast…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Introduction to Multiple Time Series Analysis (1993)Evaluating Interval Forecasts (1998)Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators (2004)Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals (2010)Empirical prediction intervals revisited (2013)Time Series Analysis: Forecasting and Control (1977)Forecasting Economic Time Series (1998)On SETAR non‐linearity and forecasting (2003)25 Years of Iif Time Series Forecasting: A Selective Review (2005)Chapter 6 Forecasting with VARMA Models (2006)Macroeconomics and Reality (1980)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Bias‐corrected bootstrap prediction regions for vector autoregression (2004)Estimating Properties of Autoregressive Forecasts (1987)Functional methods for time series prediction: a nonparametric approach (2010)Model-Free vs. Model-Based Volatility Prediction (2015)Time Series Analysis: Forecasting and Control (1977)Asymmetric density forecasts of inflation and the Bank of England's fan chart (1999)Bootstrap predictive inference for ARIMA processes (2004)Properties of Predictors for Autoregressive Time Series (1981)Forecasting time series with sieve bootstrap (2002)Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (2014)Dynamic Conditional Correlation (2002)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Time Series Analysis, Forecasting and Control. (1971)Trends and random walks in macroeconmic time series (1982)Tests for serial dependence in static, non-Gaussian factor models (2015)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Costly capital reallocation and the effects of government spending (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)
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  • 1999Asymptotic and bootstrap prediction regions for vector autoregression55 cited
  • 1995IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS46 cited
  • 2006Representing uncertainty about response paths: The use of heuristic optimisation methods23 cited

Cited by

  • 2014Bootstrap multi-step forecasts of non-Gaussian VAR models35 cited

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