Large time-varying parameter VARs : a non-parametric approach
Year of publication: |
[2017]
|
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Authors: | Kapetanios, George ; Marcellino, Massimiliano ; Venditti, Fabrizio |
Publisher: |
[Rom] : Banca d'Italia Eurosistema |
Subject: | large VARs | time-varying parameters | non-parametric estimation | forecasting | VAR-Modell | VAR model | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Ölpreis | Oil price | Zeit | Time | Nichtparametrische Schätzung | Nonparametric estimation | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 63 Seiten) Illustrationen |
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Series: | Temi di discussione / Banca d'Italia. - Roma, ZDB-ID 2451849-9. - Vol. number 1122 (June 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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