Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Year of publication: |
July-September 2016
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Authors: | Huber, Florian |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 818-837
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Subject: | Density forecasting | Large panels | Factor stochastic volatility | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Stochastische Volatilität | Stochastic volatility | Wirtschaftsindikator | Economic indicator | Theorie | Theory | Welt | World | Schätzung | Estimation |
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