Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Marta Bańbura, Domenico Giannone, Michele Lenza
| Year of publication: |
July-September 2015
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| Authors: | Bańbura, Marta ; Giannone, Domenico ; Lenza, Michele |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 739-756
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| Subject: | Vector autoregression | Bayesian shrinkage | Dynamic factor model | Conditional forecast | Large cross-sections | Theorie | Theory | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Frühindikator | Leading indicator | EU-Staaten | EU countries | Bayes-Statistik | Bayesian inference | Szenariotechnik | Scenario analysis | Eurozone | Euro area |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474544