Real-time forecasting with a mixed-frequency VAR
Year of publication: |
2015
|
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Authors: | Schorfheide, Frank ; Song, Dongho |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 3, p. 366-380
|
Subject: | Bayesian methods | Hyperparameter selection | Macroeconomic forecasting | Marginal data density | Minnesota prior | Real-time data | Vector autoregressions | Theorie | Theory | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator | Bayes-Statistik | Bayesian inference |
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