The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model
Year of publication: |
2012-04
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Authors: | Matkovskyy, Roman |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Financial safety | index of financial safety (IFS) | Bayesian Vector Autoregressive (BVAR) model | MCMC | Gibbs sampler | South Africa |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; E47 - Forecasting and Simulation ; C11 - Bayesian Analysis ; C01 - Econometrics ; G01 - Financial Crises |
Source: |
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