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Bayesian variable selection in a large vector autoregression for origin-destination traffic flow modelling

Deng, Minfeng - In: Spatial econometric interaction modelling, (pp. 199-223). 2016

Persistent link: https://www.econbiz.de/10011529988

Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model

Stefán Thórarinsson - 2022

Persistent link: https://www.econbiz.de/10012940002

When is discretionary fiscal policy effective?

Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 229-254

Persistent link: https://www.econbiz.de/10012657688

Nowcasting in a pandemic using non-parametric mixed frequency VARs

Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, … - 2021

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using …

Persistent link: https://www.econbiz.de/10012405305

Nowcasting in a pandemic using non-parametric mixed frequency VARs

Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, … - 2021

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using …

Persistent link: https://www.econbiz.de/10012501159

Bayesian prediction with a cointegrated vector autoregression

Villani, Mattias - 1999

A complete procedure for calculating the joint predictive distribution of future observations based on the cointegrated vector autoregression is presented. The large degree of uncertainty in the choise of the cointegration vectors is incorporated into the analysis through a prior distribution on...

Persistent link: https://www.econbiz.de/10011584826