Macroeconomic Forecasting in Turbulent Times

Project: Research

Project Details

StatusFinished
Effective start/end date1/10/1030/09/13

Funding

  • ESRC (Economic and Social Research Council): £325,755.00

Research Output

A new index of financial conditions

Koop, G. & Korobilis, D., 1 Oct 2014, In : European Economic Review. 71, p. 101-116 16 p.

Research output: Contribution to journalArticle

Open Access
File
  • 46 Citations (Scopus)
    187 Downloads (Pure)

    Forecasting with dimension switching VARs

    Koop, G., Apr 2014, In : International Journal of Forecasting. 30, 2, p. 280-290 11 p.

    Research output: Contribution to journalArticle

    Open Access
    File
    5 Citations (Scopus)
    19 Downloads (Pure)

    Model switching and model averaging in time-varying parameter regression models

    Belmonte, M. & Koop, G., 2014, In : Advances in Econometrics. 34, p. 45-69 25 p.

    Research output: Contribution to journalArticle

    Open Access
    File
  • 5 Citations (Scopus)
    56 Downloads (Pure)