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Forecasting with a noncausal VAR model
16 references·0 citing·46 second hop
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2008Identifying the new Keynesian Phillips curve202 cited
  • 2012Do Corporate Boards Affect Firm Performance? New Evidence from the Financial Crisis139 cited
  • 2008VARMA versus VAR for Macroeconomic Forecasting99 cited
  • 2012NONCAUSAL VECTOR AUTOREGRESSION90 cited
  • 2012Retail Payments and Economic Growth83 cited
  • 2007G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?81 cited
  • 2008On the forecasting performance of a small-scale DSGE model80 cited
  • 2012Why is Equity Capital Expensive for Opaque Banks?64 cited
  • 2016Optimal Bank Transparency58 cited
  • 2012Optimal forecasting of noncausal autoregressive time series57 cited
  • 2011The dynamics of UK and US inflation expectations49 cited
  • 2010Information Acquisition During a Dutch Auction41 cited

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