Iterated multi-step forecasting with model coefficients changing across iterations
Michal Franta
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Franta, Michal |
| Publisher: |
Praha : Czech National Bank, Economic Research Department |
| Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Wirtschaftsprognose | Economic forecast | USA | United States |
freely available
| Extent: | 1 Online-Ressource (circa 32 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series / Czech National Bank. - Praha : [Verlag nicht ermittelbar], ISSN 1803-7070, ZDB-ID 2198505-4. - Vol. 2016, 5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Zusammenfassung in tschechischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011778694