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Publications by Stefan Palmqvist

Density-Conditional Forecasts in Dynamic Multivariate Models

SSRN Electronic Journal

English

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Conditional Forecasts in Dynamic Multivariate Models

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Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models

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The Performance of SETAR Models: A Regime Conditional Evaluation of Point, Interval and Density Forecasts

International Journal of Forecasting

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Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts*

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Evaluating Point and Density Forecasts of DSGE Models

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The Efficiency of Multivariate Macroeconomic Forecasts

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Multivariate Temporal Modeling of Crime With Dynamic Linear Models

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Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation

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Bayesian Analysis of Dynamic Factor Models Using Multivariate T Distribution

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