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 |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 12.2020, 2, p. 1-41
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| 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 |
| 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