CReMFi Discussion Papers

From CReMFi, School of Economics and Finance, QMUL
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5: Bayesian Vector Autoregressions with Non-Gaussian Shocks

Ching-Wai (Jeremy) Chiu, Haroon Mumtaz and Gabor Pinter

4: VAR Models with Non-Gaussian Shocks

Ching-Wai (Jeremy) Chiu, Haroon Mumtaz and Gabor Pinter

3: Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models

Zeyyad Mandalinci

2: Forecasting with VAR Models: Fat Tails and Stochastic Volatility

Ching-Wai (Jeremy) Chiu, Haroon Mumtaz and Gabor Pinter

1: Financial conditions and density forecasts for US output and inflation

Piergiorgio Alessandri and Haroon Mumtaz