J Econometrics
Introduction
Journal of Econometrics, 231(2)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Special Issue: The Econometrics of Macroeconomic and Financial Data
Edited by Atsushi Inoue, Lutz Kilian, Andrew Patton
Editorial for special issue in honor of Francis X. Diebold
—Atsushi Inoue, Lutz Kilian, Andrew Patton []
Conditional rotation between forecasting models
—Yinchu Zhu, Allan Timmermann []
From zero to hero: Realized partial (co)variances
—Tim Bollerslev, Marcelo C. Medeiros, Andrew J. Patton, Rogier Quaedvlieg []
Testing for parameter instability and structural change in persistent predictive regressions
—Torben G. Andersen, Rasmus T. Varneskov []
Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements
—Ben Gardner, Chiara Scotti, Clara Vega []
Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds
—Jens H.E. Christensen, Mark M. Spiegel []
Approximate maximum likelihood for complex structural models
—Veronika Czellar, David T. Frazier, Eric Renault []
Joint Bayesian inference about impulse responses in VAR models
—Atsushi Inoue, Lutz Kilian []
SVARs with occasionally-binding constraints
—S. BoraÄŸan Aruoba, Marko Mlikota, Frank Schorfheide, Sergio Villalvazo []
Nowcasting with large Bayesian vector autoregressions
—Jacopo Cimadomo, Domenico Giannone, Michele Lenza, Francesca Monti, Andrej Sokol []
Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections
—Francis X. Diebold, Glenn D. Rudebusch []