The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession
Pär Österholm
| Year of publication: |
2012
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|---|---|
| Authors: | Österholm, Pär |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 34.2012, 1, p. 76-86
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| Subject: | Predictive density | Fan chart | Leading indicator | Survey data | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Frühindikator | USA | United States | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Konjunktur | Business cycle | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009624475