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A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune; Österholm, Pär - In: Economics letters 197 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
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Bayesian VAR forecasts fail to live up to their promise
Bischoff, Charles W.; Belay, Halefom; Kang, In-bong - In: Business economics : the journal of the National … 35 (2000) 3, pp. 19-29
Persistent link: https://www.econbiz.de/10001502002
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Zur Evaluierung von VAR-Prognosen
Hülsewig, Oliver; Mayr, Johannes; Ulbricht, Dirk - In: Ifo-Schnelldienst 60 (2007) 7, pp. 19-25
In diesem Beitrag wird die Verwendung von VAR-Modellen für die Prognose des realen Bruttoinlandsprodukts in den Vereinigten Staaten analysiert. Den Ausgangspunkt bildet ein Basismodell, das neben dem realen BIP den Verbraucherpreisindex sowie einen kurzfristigen Geldmarktsatz enthält. Das...
Persistent link: https://www.econbiz.de/10003445650
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Zur Evaluierung von VAR-Prognosen
Hülsewig, Oliver; Mayr, Johannes; Ulbricht, Dirk - 2007
Persistent link: https://www.econbiz.de/10003555678
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Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane; Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 5, pp. 1963-1999
Persistent link: https://www.econbiz.de/10011417080
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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10010348808
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Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane; Hamilton, James D. - 2014
Persistent link: https://www.econbiz.de/10010467592
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Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital
Malley, James R.; Woitek, Ulrich - 2011
; VECM measurement errors ; Bayesian estimation …
Persistent link: https://www.econbiz.de/10009295333
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Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital
Malley, James R.; Woitek, Ulrich - 2011
Persistent link: https://www.econbiz.de/10009298968
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Real-time model uncertainty in the United States : the Fed from 1996-2003
Tetlow, Robert (contributor); Ironside, Brian (contributor) - 2006
We study 30 vintages of FRB/US, the principal macro model used by the Federal Reserve Board staff for forecasting and …
Persistent link: https://www.econbiz.de/10003320640