Forecasting Peruvian macroeconomic variables with Bayesian Vector autorregressions with time-varying in the mean
Fernando Pérez Forero
| Alternative title: | Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo |
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| Year of publication: |
[2021]
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| Authors: | Pérez Forero, Fernando |
| Publisher: |
[Lima, Peru] : [Banco Central de Reserva del Perú] |
| Subject: | Density Forecasts | Stochastic Volatility | Time-Varying Parameters | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Peru | Volatilität | Volatility | Theorie | Theory | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Wirtschaftsindikator | Economic indicator |
| Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
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| Series: | Serie de documentos de trabajo. - Lima, ZDB-ID 2232843-9. - Vol. DT. no. 2021, 001 (marzo 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Paralleltitel von der Frontdoor: Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543349