Bayesian VAR forecasts, survey information, and structural change in the euro area
Gergely Ganics, Florens Odendahl
| Year of publication: |
2021
|
|---|---|
| Authors: | Ganics, Gergely ; Odendahl, Florens |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 2, p. 971-999
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| Subject: | Entropic tilting | Macroeconomic forecasting | Multivariate time series | Probability forecasting | Structural change | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Eurozone | Euro area | Strukturwandel | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794772