> Publishers' series
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High-dimensional forecasting with known knowns and known unknowns M. Hashem Pesaran, Ron P. Smith
London: Centre for Econometric Analysis, Bayes Business School, [2024]
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Time-varying factor selection a sparse fused GMM approach Liyuan Cui, Guanhao Feng, Yongmiao Hong, and Jiangshan Yang
London: Centre for Econometric Analysis, Bayes Business School, [2023]
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Price bubbles in private real estate Peter Cincinelli, Sotiris Tsolacos and Giovanni Urga
London: Centre for Econometric Analysis, Bayes Business School, [2023]
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Tackling the risks in crypto choosing among bans, containment and regulation Matteo Aquilina, Jon Frost and Andreas Schrimpf
London: Centre for Econometric Analysis, Bayes Business School, [2023]
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Forecasting the yield curve: the role of additional and timevarying decay parameters, conditional heteroscedasticity, and macro-economic factors João F. Caldeira, Werley C. Cordeiro, Esther Ruiz, and André A.P. Santos
London: Centre for Econometric Analysis, Bayes Business School, [2023]
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Exchange rates and macroeconomic fundamentals evidence of instabilities from time-varying factor loadings Eric Hillebrand, Jakob Guldbaek Mikkelsen, Lars Spreng and Giovanni Urga
London: Centre for Econometric Analysis, Bayes Business School, [2023]
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Tensor principal component analysis Andrii Babii, Eric Ghysels and Junsu Pan
London: Centre for Econometric Analysis, Bayes Business School, [2023]
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Global inflation: implications for forecasting and monetary policy Marcelo C. Medeiros, Erik Christian Montes Schutte, Tobias Skipper Soussi
London: Centre for Econometric Analysis, Bayes Business School, [2023]