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2. GDP nowcasting: application and constraints in a small open developing economy. (2017). Sewak, Tayushma ; Ramiah, Vikash ; Moosa, Imad ; Madhou, Ashwin.
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3. Large Bayesian VARMAs. (2016). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua.
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   RePEc:eee:econom:v:192:y:2016:i:2:p:374-390.

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4. Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris.
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

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5. Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania. (2015). Nalban, Valeriu.
   In: International Journal of Economic Sciences.
   RePEc:sek:jijoes:v:4:y:2015:i:1:p:60-74.

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6. Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:177:y:2013:i:2:p:185-198.

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7. Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune.
   In: Handbook of Economic Forecasting.
   RePEc:eee:ecofch:2-791.

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8. Forecasting Output. (2013). Potter, Simon ; Chauvet, Marcelle.
   In: Handbook of Economic Forecasting.
   RePEc:eee:ecofch:2-141.

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9. Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility. (2013). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:9312.

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10. A medium scale forecasting model for monetary policy. (2011). Zaman, Saeed ; Beauchemin, Kenneth.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1128.

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1. Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models. (2020). Lin, Jiahe ; Michailidis, George.
   In: Papers.
   RePEc:arx:papers:1912.04146.

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2. Did the Global Financial Crisis Break the U.S. Phillips Curve?. (2016). Laséen, Stefan ; Laseen, Stefan ; Sanjani, Marzie Taheri.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2016/126.

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3. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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4. Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR. (2015). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas.
   In: Working Papers.
   RePEc:awi:wpaper:0590.

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5. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20080007.

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6. Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR. (2014). Auer, Simone.
   In: Working Papers.
   RePEc:snb:snbwpa:2014-02.

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7. Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR. (2014). Auer, Simone.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:170.

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8. The Financial and Macroeconomic Effects of OMT Announcements. (2014). Lenza, Michele ; Giannone, Domenico ; Altavilla, Carlo.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10025.

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9. Forecasting business-cycle turning points with (relatively large) linear systems in real time. (2013). Schreiber, Sven.
   In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
   RePEc:zbw:vfsc13:79709.

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10. Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression. (2013). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Patrick J. F. Groenen, ; Heij, Christiaan.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-16.

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11. Using Large Data Sets to Forecast Sectoral Employment. (2012). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2011-02.

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12. Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:11_12.

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13. Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment. (2012). GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201214.

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14. Macroeconomic Surprises and Stock Returns in South Africa. (2012). Reid, Monique ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201212.

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15. The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model. (2012). Matkovskyy, Roman.
    In: MPRA Paper.
    RePEc:pra:mprapa:42173.

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16. Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs. (2012). Ricco, Giovanni ; Ellahie, Atif.
    In: MPRA Paper.
    RePEc:pra:mprapa:42105.

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17. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:38591.

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18. Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune.
    In: Working Papers.
    RePEc:hhs:oruesi:2012_012.

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19. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
    RePEc:gla:glaewp:2012_04.

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20. Common drifting volatility in large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1206.

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21. Where would the federal funds rate be, if it could be negative?. (2012). Zaman, Saeed ; Tallman, Ellis.
    In: Economic Commentary.
    RePEc:fip:fedcec:y:2012:i:oct12:n:2012-15.

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22. Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/08.

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23. Fundamental Problems with Nonfundamental Shocks. (2012). Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1230.

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24. Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/10.

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25. Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters. (2012). Theodoridis, Konstantinos ; mumtaz, haroon ; Barnett, Alina.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0450.

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26. Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0443.

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27. Hierarchical Shrinkage in Time-Varying Parameter Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Gonzalez Belmonte, Miguel Angel.
    In: Working Papers.
    RePEc:str:wpaper:1137.

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28. Methods for Computing Marginal Data Densities from the Gibbs Output. (2011). Melosi, Leonardo ; Fuentes-Albero, Cristina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201131.

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29. Hierarchical Shrinkage in Time-Varying Parameter Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, .
    In: Working Paper series.
    RePEc:rim:rimwps:35_11.

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30. Using Large Data Sets to Forecast Sectoral Employment. (2011). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201101.

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31. Hierarchical shrinkage in time-varying parameter models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel, Belmonte .
    In: MPRA Paper.
    RePEc:pra:mprapa:31827.

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32. Using Large Data Sets to Forecast Sectoral Employment. (2011). Uwilingiye, Josine ; Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1106.

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33. New Indicators for Tracking Growth in Real Time. (2011). Matheson, Troy.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/043.

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34. A medium scale forecasting model for monetary policy. (2011). Zaman, Saeed ; Beauchemin, Kenneth.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1128.

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35. Bayesian VARs: specification choices and forecast accuracy. (2011). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1112.

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36. How to Solve the Price Puzzle? A Meta-Analysis. (2011). Rusnák, Marek ; Horvath, Roman ; Havranek, Tomas.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2011_24.

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37. Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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38. Forecasting economic growth in the euro area during the Great Moderation and the Great Recession. (2011). Maier, Philipp ; Lombardi, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111379.

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39. Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks. (2011). Luciani, Matteo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/97308.

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40. Incorporating theoretical restrictions into forecasting by projection methods. (2011). Ragusa, Giuseppe ; Giacomini, Raffaella.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8604.

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41. Structural Vector Autoregressions. (2011). Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8515.

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42. Bayesian VARs: Specification Choices and Forecast Accuracy. (2011). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8273.

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43. Hierarchical shrinkage in time-varying parameter models. (2011). Koop, Gary ; Korobilis, Dimitris ; BELMONTE, Miguel A. G., .
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2011036.

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44. VAR forecasting using Bayesian variable selection. (2011). Korobilis, Dimitris.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2011022.

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45. How to Solve the Price Puzzle? A Meta-Analysis. (2011). Rusnák, Marek ; Horvath, Roman ; Havranek, Tomas.
    In: Working Papers.
    RePEc:cnb:wpaper:2011/02.

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46. How to Solve the Price Puzzle? A Meta-Analysis. (2011). Rusnák, Marek ; Horvath, Roman ; Havranek, Tomas.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp446.

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47. Large Vector Auto Regressions. (2011). Song, Song ; Bickel, Peter J..
    In: Papers.
    RePEc:arx:papers:1106.3915.

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48. Forecasting with Medium and Large Bayesian VARs. (2010). Koop, Gary.
    In: Working Paper series.
    RePEc:rim:rimwps:43_10.

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49. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

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50. DSGE model restrictions for structural VAR identification. (2010). Theodoridis, Konstantinos ; Liu, Philip.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0402.

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