Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions
Year of publication: |
2020
|
---|---|
Authors: | Carriero, Andrea |
Other Persons: | Clark, Todd E. (contributor) ; Marcellino, Massimiliano Giuseppe (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schock | Shock |
Extent: | 1 Online-Ressource (79 p) |
---|---|
Series: | FRB of Cleveland Working Paper ; No. 20-02R |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 21, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3520777 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; E17 - Forecasting and Simulation ; E37 - Forecasting and Simulation ; F47 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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