-
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach (re...
This paper develops a Bayesian variant of global vector autoregressive (B-GVAR) models to forecast an international set of macroeconomic and financial variables. We propose a... -
Identifying the age profile of patent citations: new estimates of knowledge d...
Previous research studies the age profile of patent citations to learn about knowledge flows over time. However, identification is problematic because of the collinearity...