Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models
Year of publication: |
1999
|
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Authors: | Robertson, John C. ; Tallman, Ellis W. |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Forecasting | Vector autoregression | Econometric models |
Series: | Working Paper ; 99-13 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/100912 [Handle] RePEc:fip:fedawp:99-13 [RePEc] |
Source: |
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