Casting Doubt on the Predictability of Stock Returns in Real Time: Bayesian Model Averaging Using Realistic Priors

2012 ◽  
Author(s):  
James A. Turner
Keyword(s):  
Stock Returns ◽  
Real Time ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging

scholarly journals Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

2013 ◽  
Vol 95 (5) ◽  
pp. 1501-1519 ◽  
Author(s):  
Jon Faust ◽  
Simon Gilchrist ◽  
Jonathan H. Wright ◽  
Egon Zakrajšsek
Keyword(s):  
Real Time ◽  
Economic Activity ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Credit Spreads

scholarly journals Credit Spreads as Predictors of Real-Time Economic Activity : A Bayesian Model-Averaging Approach

2012 ◽  
Vol 2012 (77) ◽  
pp. 1-50
Author(s):  
Jon Faust ◽  
◽  
Simon Gilchrist ◽  
Jonathan H. Wright ◽  
Egon Zakrajšek
Keyword(s):  
Real Time ◽  
Economic Activity ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Credit Spreads

Selecting Predictors by Using Bayesian Model Averaging in Bridge Models

2012 ◽  
Author(s):  
Lorenzo Bencivelli ◽  
Massimiliano Giuseppe Marcellino ◽  
Gianluca Moretti
Keyword(s):  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Bridge Models
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