Search Results for author:
Found 3 papers, 0 papers with code
Dominant Drivers of National Inflation
For western economies a long-forgotten phenomenon is on the horizon: rising inflation rates.
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
This article proposes a novel Bayesian multivariate quantile regression to forecast the tail behavior of US macro and financial indicators, where the homoskedasticity assumption is relaxed to allow for time-varying volatility.
Are low frequency macroeconomic variables important for high frequency electricity prices?
Recent research finds that forecasting electricity prices is very relevant.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
