Showing items related by title, author, creator and subject.

• Financial conditions and density forecasts for US output and inflation 

  MUMTAZ, H; alessandri, P

• Forecasting with VAR models: Fat tails and stochastic volatility 

  Chiu, C-WJ; Mumtaz, H; Pintér, G (2017-06-12)

• Forecasting the Brazilian yield curve using forward-looking variables 

  Vieira, F; Chague, F; FERNANDES, M (Elsevier, 2017-10-25)

  This paper proposes a forecasting model that combines a factor augmented VAR (FAVAR) methodology with the Nelson and Siegel (NS) parametrization of the yield curve in order to predict the Brazilian term structure of interest ...