Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Chenghan Hou, Bao Nguyen, Bo Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Hou, Chenghan ; Nguyen, Bao ; Zhang, Bo |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 2, p. 418-451
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| Subject: | Australia | non-Gaussian | real-time forecast | stochastic volatility | Australien | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognose | Forecast | Wirtschaftsprognose | Economic forecast | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2913 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292196