Gaussian process vector autoregressions and macroeconomic uncertainty
Year of publication: |
04 November 2022
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Authors: | Hauzenberger, Niko ; Huber, Florian ; Marcellino, Massimiliano ; Petz, Nico |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Bayesian non-parametrics | non-linear vector autoregressions | asymmetric uncertainty shocks | VAR-Modell | VAR model | Risiko | Risk | Theorie | Theory | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Schock | Shock | Konjunktur | Business cycle | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 66 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP17646 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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