Noncausal Bayesian vector autoregression
Year of publication: |
November-Decemberr 2016
|
---|---|
Authors: | Lanne, Markku ; Luoto, Jani |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 7, p. 1392-1406
|
Subject: | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Neoklassische Synthese | Neoclassical synthesis |
-
Christopher A. Sims and vector autoregressions
Christiano, Lawrence J., (2012)
-
Noncausal Bayesian vector autoregression
Lanne, Markku, (2014)
-
Do money and financial variables help forecasting output in emerging European economies?
Caraiani, Petre, (2014)
- More ...
-
A noncausal autoregressive model with time-varying parameters: An application to US inflation
Lanne, Markku, (2013)
-
Lanne, Markku, (2019)
-
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku, (2009)
- More ...