Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
Year of publication: |
2005-03-16
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Authors: | Villani, Mattias |
Institutions: | Sveriges Riksbank |
Subject: | Cointegration | Bayesian inference | Forecasting | Unconditional mean | VARs |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Series Number 181 22 pages |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E50 - Monetary Policy, Central Banking and the Supply of Money and Credit. General |
Source: |
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Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
Villani, Mattias, (2005)
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Inference in vector autoregressive models with an informative prior on the steady state
Villani, Mattias, (2005)
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