Steady-state priors and Bayesian variable selection in VAR forecasting
Year of publication: |
Dez 2016
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Authors: | Louzis, Dimitrios P. |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 5, p. 495-527
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Subject: | Bayesian VAR | macroeconomic forecasting | steadystates | variable selection | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
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