Averaging impulse responses using prediction pools
Paul Ho, Thomas A. Lubik, Christian Matthes
Year of publication: |
2024
|
---|---|
Authors: | Ho, Paul ; Lubik, Thomas A. ; Matthes, Christian |
Subject: | Impulse responses | Misspecification | Model averaging | Prediction pools | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference |
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