Forecasting with Bayesian multivariate vintage-based VARs
Andrea Carriero, Michael P. Clements, Ana Beatriz Galvão
| Year of publication: |
July-September 2015
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|---|---|
| Authors: | Carriero, Andrea ; Clements, Michael P. ; Galvão, Ana Beatriz C. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 757-768
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| Subject: | Bayesian VARs | Multiple-vintage models | Forecasting | Output growth | Inflation | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Bruttoinlandsprodukt | Gross domestic product | Prognose | Forecast | Wirtschaftswachstum | Economic growth |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474551