Analyzing and forecasting output gap and inflation using Bayesian vector auto regression (BVAR) method : a case of Pakistan
Year of publication: |
2014
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Authors: | Tahir, Mian Abdullah |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 6, p. 257-266
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Subject: | Bayesian VAR | forecasting | monetary VAR | Kalman Filter | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Pakistan | Inflation | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftsprognose | Economic forecast |
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