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~isPartOf:"ECB Working Paper"
~isPartOf:"European journal of operational research : EJOR"
~person:"Lenza, Michele"
~subject:"Forecast"
~subject:"Wirtschaftsprognose"
~subject:"forecasting"
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Lenza, Michele
Giannone, Domenico
8
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Prior selection for vector autoregressions
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
-
2012
subjective choices in the setting of the prior. Moreover, it performs very well both in terms of out-of-sample
forecasting
…
Persistent link: https://www.econbiz.de/10011605539
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2
Priors for the long run
Giannone, Domenico
;
Primiceri, Giorgio E.
;
Lenza, Michele
-
2018
-run predictions of a wide class of theoretical models yields substantial improvements in the
forecasting
performance. …
Persistent link: https://www.econbiz.de/10011853320
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