Averaging impulse responses using prediction pools
Paul Ho, Thomas A. Lubik, Christian Matthes
| Year of publication: |
2024
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|---|---|
| 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2024.103571 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015071285