Forecasting exchange rates with a large Bayesian VAR

Empirical exchange rate models of the seventies

Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations

Social Sciences, Economics, Finance +12

An Introduction to Bayesian Inference in Econometrics.

J. D. Sargan, Arnold Zellner · Journal of the Royal Statistical Society Series A (General) · 1974 · 2K citations

Natural Sciences, Economics, Bayesian Data Analysis +11

Forecasting and conditional projection using realistic prior distributions

Thomas Doan, Robert B. Litterman, Christopher A. Sims · Econometric Reviews · 1984 · 1.2K citations

Social Sciences, Economics, Public Policy +17

Forecasting With Bayesian Vector Autoregressions—Five Years of Experience

Robert B. Litterman · Journal of Business and Economic Statistics · 1986 · 1.1K citations

Business, Business Economics, Economics +16

Exchange rates and fundamentals: Evidence on long-horizon predictability

Nelson C. Mark · American Economic Review · 1995 · 1.1K citations

Social Sciences, Economics, Econometrics +15