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Forecasting using Bayesian VARs: A Benchmark for STREAM. (2018). Ruisi, Germano ; Borg, Ian.
In: CBM Working Papers.
RePEc:mlt:wpaper:0418.

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Cited: 1

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Cites: 17

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Cocites: 50

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Citations

Citations received by this document

  1. Nowcasting the Maltese economy with a dynamic factor model. (2022). Ruisi, Germano ; Ellul, Rueben .
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0222.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alessandri, Piergiorgio and Haroon Mumtaz (2017), “Financial conditions and density forecasts for US output and inflation.” Review of Economic Dynamics, 24, 66–78.

  2. Banbura, Marta, Domenico Giannone, and Lucrezia Reichlin (2010), “Large Bayesian vector auto regressions.

  3. Bloor, Chris and Troy Matheson (2009), “Real-time conditional forecasts with Bayesian VARs: An application to New Zealand.” Reserve Bank of New Zealand Discussion Paper Series DP2009/02, Reserve Bank of New Zealand.

  4. Borg, Ian, John Farrugia, and Reuben Ellul (2017), “Macroeconomic and Fiscal Projections at the Central Bank of Malta.” Quarterly Review, 1, 32–41.
    Paper not yet in RePEc: Add citation now

  5. Carriero, Andrea, Todd Clark, and Massimiliano Marcellino (2011), “Bayesian VARs: Specification Choices and Forecast Accuracy.” CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.

  6. Domit, Slvia, Francesca Monti, and Andrej Sokol (2016), “A Bayesian VAR benchmark for COMPASS.” Bank of England working papers 583, Bank of England.

  7. Giannone, Domenico, Michle Lenza, and Giorgio E. Primiceri (2012), “Prior Selection for Vector Autoregressions.

  8. Grech and Sandra Zerafa, eds.), 49–60, Central Bank of Malta. Grech, Owen, Brian Micallef, and Noel Rapa (2014), “A Structural Macro-Econometric Model of the Maltese Economy.” CBM Working Paper Series, version 2.0.
    Paper not yet in RePEc: Add citation now
  9. Grech, Aaron G. and Noel Rapa (2017), “An evaluation of recent shifts in Maltas current account position.” In Challenges and opportunities of sustainable economic growth: the case of Malta (Aaron G.
    Paper not yet in RePEc: Add citation now
  10. Grech, Owen and Noel Rapa (2016), “STREAM: A Structural Macro-Econometric Model of the Maltese Economy.” CBM Working Paper Series, WP/01/2016, version 3.0.
    Paper not yet in RePEc: Add citation now

  11. Grech, Owen, Brian Micallef, Noel Rapa, Aaron G. Grech, and William Gatt (2013), “A Structural Macro-Econometric Model of the Maltese Economy.” CBM Working Paper Series, WP/02/2013, version 2.0.

  12. Gürkaynak, Refet S., Burin Kisacikoglu, and Barbara Rossi (2013), “Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?” CEPR Discussion Papers 9576, C.E.P.R. Discussion Papers.

  13. Hubrich, Kirstin and Tohmas Karlsson (2010), “Trade consistency in the context of the Eurosystem projection exercises an overview.” Occasional Paper Series 108, European Central Bank.

  14. Leiva-Leon, Danilo (2017), “Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs.” Occasional Papers 1706, Banco de España.

  15. Micallef, Brian and Reuben Ellul (2017), “Medium-term estimates of potential output growth in Malta.” In Challenges and opportunities of sustainable economic growth: the case of Malta (Aaron G. Grech and Sandra Zerafa, eds.), 15–28, Central Bank of Malta.
    Paper not yet in RePEc: Add citation now

  16. Rey, Hélène (2016), “International Channels of Transmission of Monetary Policy and the Mundellian Trilemma.” NBER Working Papers 21852, National Bureau of Economic Research, Inc.

  17. Robertson, John C. and Ellis W. Tallman (1999), “Vector autoregressions: forecasting and reality.” Economic Review, 4–18.

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.