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Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework
14 references·4 citing·43 second hop
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 2003Inflation Forecast Uncertainty386 cited
  • 2007The Unsustainable U.S. Current Account Position Revisited320 cited
  • 2004The Unsustainable US Current Account Position Revisited277 cited
  • 2009Forecasting economic and financial variables with global VARs242 cited
  • 2005The U.S. Current Account and the Dollar213 cited
  • 2007Long Run Macroeconomic Relations in the Global Economy135 cited
  • 2009Regional Financial Spillovers Across Europe103 cited
  • 2006Global and National Macroeconometric Modelling102 cited

Cited by

  • 2016Forecasting with Global Vector Autoregressive Models: a Bayesian Approach

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83 cited
  • 2015Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing Through Trade and Commodity Price Channels.80 cited
  • 2016Density forecasting using Bayesian global vector autoregressions with stochastic volatility41 cited
  • 2019Global impacts of China–US trade tensions30 cited