Short-term inflation projections : a Bayesian vector autoregressive approach
Year of publication: |
2014
|
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Authors: | Giannone, Domenico ; Lenza, Michele ; Momferatou, Daphne ; Onorante, Luca |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 635-644
|
Subject: | Vector Autoregression | Forecasting | Real-time | Phillips curve | VAR-Modell | VAR model | Inflation | Prognoseverfahren | Forecasting model | Phillips-Kurve | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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