Macroeconomic forecasting with large stochastic volatility in mean VARs
Year of publication: |
[2021]
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Authors: | Cross, Jamie ; Hou, Chenghan ; Koop, Gary ; Poon, Aubrey |
Publisher: |
Oslo : BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP) |
Subject: | Bayesian VARs | Macroeconomic Forecasting | Stochastic Volatility in Mean | State Space Models | Uncertainty | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
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Series: | CAMP working paper series. - Oslo, ISSN 1893-4811, ZDB-ID 2760202-3. - Vol. no. 2021, 4 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:11250/2760927 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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