A flexible mixed-frequency vector autoregression with a steady-state prior
Sebastian Ankargren, Måns Unosson and Yukai Yang
| Year of publication: |
2020
|
|---|---|
| Authors: | Ankargren, Sebastian ; Unosson, Måns ; Yang, Yukai |
| Subject: | VAR | state space models | nowcasting | macroeconometrics | stochastic volatilty | VAR-Modell | VAR model | Zustandsraummodell | State space model | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Makroökonometrie | Macroeconometrics | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2018-0034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300798