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Regime-Switching Global Vector Autoregressive Models
SSRN Electronic Journal
◽
10.2139/ssrn.2302510
◽
2013
◽
Author(s):
Michael Binder
◽
Marco Gross
Keyword(s):
Regime Switching
◽
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
◽
Global Vector
Download Full-text
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Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
Journal of Applied Econometrics
◽
10.1002/jae.2504
◽
2016
◽
Vol 31
(7)
◽
pp. 1371-1391
◽
Cited By ~ 17
Author(s):
Jesús Crespo Cuaresma
◽
Martin Feldkircher
◽
Florian Huber
Keyword(s):
Bayesian Approach
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Autoregressive Models
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Vector Autoregressive Models
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Vector Autoregressive
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Global Vector
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TOOLS FOR NON-LINEAR TIME SERIES FORECASTING IN ECONOMICS – AN EMPIRICAL COMPARISON OF REGIME SWITCHING VECTOR AUTOREGRESSIVE MODELS AND RECURRENT NEURAL NETWORKS
Applications of Artificial Intelligence in Finance and Economics - Advances in Econometrics
◽
10.1016/s0731-9053(04)19003-8
◽
2004
◽
pp. 71-91
◽
Cited By ~ 8
Author(s):
Jane M. Binner
◽
Thomas Elger
◽
Birger Nilsson
◽
Jonathan A. Tepper
Keyword(s):
Neural Networks
◽
Time Series
◽
Recurrent Neural Networks
◽
Regime Switching
◽
Linear Time
◽
Time Series Forecasting
◽
Autoregressive Models
◽
Empirical Comparison
◽
Vector Autoregressive Models
◽
Vector Autoregressive
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Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
SSRN Electronic Journal
◽
10.2139/ssrn.1326833
◽
2008
◽
Cited By ~ 4
Author(s):
Tom Fong
◽
Chun Shan Wong
Keyword(s):
Credit Risk
◽
Stress Testing
◽
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
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PC-VAR Estimation of Vector Autoregressive Models
SSRN Electronic Journal
◽
10.2139/ssrn.2006847
◽
2012
◽
Author(s):
Claudio Morana
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
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Exposing volatility spillovers: A comparative analysis based on vector autoregressive models
Finance Research Letters
◽
10.1016/j.frl.2016.05.002
◽
2016
◽
Vol 18
◽
pp. 302-305
◽
Cited By ~ 2
Author(s):
Dionisis Philippas
◽
Catalin Dragomirescu-Gaina
Keyword(s):
Comparative Analysis
◽
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
◽
Volatility Spillovers
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A Spatial Prior for Bayesian Vector Autoregressive Models
Journal of Regional Science
◽
10.1111/1467-9787.00135
◽
1999
◽
Vol 39
(2)
◽
pp. 297-317
◽
Cited By ~ 30
Author(s):
James P. LeSage
◽
Anna Krivelyova
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
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Fitting Multilevel Vector Autoregressive Models in Stan, JAGS, and Mplus
Structural Equation Modeling A Multidisciplinary Journal
◽
10.1080/10705511.2021.1911657
◽
2021
◽
pp. 1-24
Author(s):
Yanling Li
◽
Julie Wood
◽
Linying Ji
◽
Sy-Miin Chow
◽
Zita Oravecz
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
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Bootstrap prediction bands for forecast paths from vector autoregressive models
Journal of Forecasting
◽
10.1002/for.1205
◽
2010
◽
Vol 30
(8)
◽
pp. 721-735
◽
Cited By ~ 29
Author(s):
Anna Staszewska-Bystrova
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
◽
Prediction Bands
Download Full-text
Stationary Threshold Vector Autoregressive Models
SSRN Electronic Journal
◽
10.2139/ssrn.3226570
◽
2018
◽
Author(s):
Galyna Grynkiv
◽
Lars Stentoft
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
Download Full-text
Vector Autoregressive Models
10.1007/springerreference_205691
◽
2012
◽
Cited By ~ 1
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
Download Full-text
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