On the predictability of time-varying VAR and DSGE models
Year of publication: |
2013
|
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Authors: | Bekiros, Stelios ; Paccagnini, Alessia |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 45.2013, 1, p. 635-664
|
Subject: | Hybrid DSGE | Time-varying VAR | Kalman filter | Bayesian VAR | Forecasting | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Risikomaß | Risk measure | DSGE-Modell | DSGE model |
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