Have Standard VARs Remained Stable Since the Crisis?
Year of publication: |
2015
|
---|---|
Authors: | Aastveit, Knut Are |
Other Persons: | Carriero, Andrea (contributor) ; Clark, Todd E. (contributor) ; Marcellino, Massimiliano Giuseppe (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Zeit | Time | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Stochastische Volatilität | Stochastic volatility |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 10, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2602425 [DOI] |
Classification: | E17 - Forecasting and Simulation ; C11 - Bayesian Analysis ; C33 - Models with Panel Data ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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