Large Bayesian VARs
Year of publication: |
2008
|
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Authors: | Giannone, Domenico ; Reichlin, Lucrezia ; Banbura, Martha |
Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
Subject: | Bayesian VAR | Forecasting | Monetary VAR | large cross-sections |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published by: The text is part of a series ECARES Working papers Number 2008_033 37 pages long |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C33 - Models with Panel Data ; C53 - Forecasting and Other Model Applications |
Source: |
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Bańbura, Marta, (2008)
-
Bayesian VARs with Large Panels
Banbura, Marta, (2007)
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Un Gran VAR Bayesiano para la Economia Chilena
González, Wildo, (2012)
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Now-Casting and the Real-Time Data Flow
Giannone, Domenico, (2012)
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Giannone, Domenico, (2010)
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Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
Giannone, Domenico, (2014)
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