Accounting for post-crisis macroeconomic developments in Russia : a large Bayesian vector autoregression model approach
Year of publication: |
November-December 2015
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Authors: | Deriugina, Elena ; Ponomarenko, Alexey |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 6, p. 1261-1275
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Subject: | Bayesian vector autoregression | forecasting | Russia | Russland | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis |
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