Policy-Oriented Macroeconomic Forecasting With Hybrid DSGE and Time-Varying Parameter VAR Models
Year of publication: |
2013
|
---|---|
Authors: | Bekiros, Stelios |
Other Persons: | Paccagnini, Alessia (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Theorie | Theory | Zustandsraummodell | State space model | Geldpolitik | Monetary policy | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium |
Extent: | 1 Online-Ressource (26 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2288121 [DOI] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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