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1. Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen.
   In: Bulletin of Economic Research.
   RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2. Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2024). Wilms, Ines ; Hu, Yu Jeffrey ; Rombouts, Jeroen.
   In: Papers.
   RePEc:arx:papers:2303.01887.

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3. BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Koop, Gary ; Korobilis, Dimitris.
   In: International Economic Review.
   RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

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4. Linking Frequentist and Bayesian Change-Point Methods. (2023). Ordás Criado, Carlos ; Dufays, Arnaud ; Ardia, David.
   In: MPRA Paper.
   RePEc:pra:mprapa:119486.

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5. Time series analysis of COVID-19 infection curve: A change-point perspective. (2023). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:232:y:2023:i:1:p:1-17.

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6. Learning, disagreement and inflation forecasting. (2022). Yang, Xinglin ; Liu, Xiliang ; Chen, JI.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001693.

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7. Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model. (2022). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu.
   In: Journal of the Royal Statistical Society Series B.
   RePEc:bla:jorssb:v:84:y:2022:i:5:p:1589-1607.

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8. Point and density forecasting of macroeconomic and financial uncertainties of the USA. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:40:y:2021:i:4:p:700-707.

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9. Sparse change‐point VAR models. (2021). Dufays, Arnaud ; Li, Zhuo ; Song, Yong.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:36:y:2021:i:6:p:703-727.

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10. Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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11. Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202058.

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12. Bayesian dynamic variable selection in high dimensions. (2020). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:100164.

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13. Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:20-e-02.

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14. Bayesian dynamic variable selection in high dimensions. (2020). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
    RePEc:gla:glaewp:2020_11.

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15. Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap. (2020). Afanasyeva, Elena.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-45.

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16. Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

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17. Relevant parameter changes in structural break models. (2020). Dufays, Arnaud.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

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18. Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

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19. Flexible Mixture Priors for Large Time-varying Parameter Models. (2020). Hauzenberger, Niko.
    In: Papers.
    RePEc:arx:papers:2006.10088.

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20. High-dimensional macroeconomic forecasting using message passing algorithms. (2020). Korobilis, Dimitris.
    In: Papers.
    RePEc:arx:papers:2004.11485.

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21. Nowcasting GDP with a large factor model space. (2019). Eraslan, Sercan ; Schroder, Maximilian.
    In: Discussion Papers.
    RePEc:zbw:bubdps:412019.

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22. High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:19-17.

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23. High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:96079.

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24. High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris.
    In: Working Papers.
    RePEc:gla:glaewp:2019_07.

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25. Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors. (2019). Jensen, Mark ; Fisher, Mark.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:210:y:2019:i:1:p:187-202.

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26. Structural Change Analysis of Active Cryptocurrency Market. (2019). NG, KOK HAUR ; Koh, Y B ; Tan, C Y.
    In: Papers.
    RePEc:arx:papers:1909.10679.

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27. Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Koop, Gary ; Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:18-31.

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28. Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:18-20.

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29. Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark.
    In: Working Paper series.
    RePEc:rim:rimwps:18-12.

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30. Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:87972.

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31. Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:84275.

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32. Oil shocks, policy uncertainty and earnings surprises. (2018). Kang, Wensheng ; Wang, Jing.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0674-5.

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33. Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2018-02.

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34. NKPC-Based Inflation Forecasts with a Time-Varying Trend. (2018). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen.
    In: Serie documentos de trabajo del Centro de Estudios Económicos.
    RePEc:emx:ceedoc:2018-05.

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35. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Ewing, Bradley ; Kang, Wensheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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36. Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space. (2018). Dufays, Arnaud ; Augustyniak, Maciej.
    In: Economics Letters.
    RePEc:eee:ecolet:v:170:y:2018:i:c:p:122-126.

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37. State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-14.

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38. A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995.

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39. Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis. (2017). GUPTA, RANGAN ; Ghodsi, Zara ; Segnon, Mawuli ; Hassani, Hossein.
    In: Computational Economics.
    RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9548-x.

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40. Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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41. Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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42. Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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43. Hidden Markov models in time series, with applications in economics. (2016). Kaufmann, Sylvia.
    In: Working Papers.
    RePEc:szg:worpap:1606.

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44. Sparse Change-point HAR Models for Realized Variance. (2016). Dufays, Arnaud.
    In: Cahiers de recherche.
    RePEc:lvl:crrecr:1607.

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45. Forecasting Macroeconomic Variables under Model Instability. (2016). Pettenuzzo, Davide ; Timmermann, Allan G.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11355.

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46. Structural changes in inflation dynamics: multiple breaks at different dates for different parameters. (2016). Eo, Yunjong.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:3:p:211-231:n:6.

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47. Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios.
    In: Working Papers.
    RePEc:bog:wpaper:204.

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48. State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2016). Uzeda, Luis.
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:2016-632.

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49. Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters. (2015). Eo, Yunjong.
    In: Working Papers.
    RePEc:syd:wpaper:2015-18.

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50. A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models. (2014). Dufays, Arnaud ; De Backer, Bruno ; Bauwens, Luc.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:207-229.

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