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Alternatives to Large VAR, Varma and Multivariate Stochastic Volatility Models
16 references·0 citing·45 second hop
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy6,239 cited
  • 2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomics742 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy544 cited
  • 2013Short-term inflation projections: A Bayesian vector autoregressive approach114 cited
  • n.d.Business Cycles, Indicators, and Forecasting110 cited
  • 2017Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis92 cited
  • 2015The effectiveness of the ECB's asset purchase programs of 2009 to 201268 cited
  • 1989A Nine Variable Probabilistic Macroeconomic Forecasting Model65 cited
  • 2006Factor Multivariate Stochastic Volatility via Wishart Processes52 cited
  • 2022Bank Leverage and Return on Equity Targeting: Intrinsic Procyclicality of Short-Term Choices42 cited
  • 2018Firm investment and financial conditions in the euro area: evidence from firm-level data39 cited
  • 2014On Corporate Financial Distress Prediction: What Can We Learn from Private Firms in a Small Open Economy?34 cited
  • 2007Analysis and generation of random vectors with copulas32 cited

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2015
Profitability in the Greek Banking System: A Dual Investigation of Net Interest and Non-Interest Income
31 cited
  • 2022Moral Hazard and Strategic Default: Evidence from Greek Corporate Loans28 cited
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