A mixed-frequency Bayesian vector autoregression with a steady-state prior

Sebastian Ankargren, Måns Unosson and Yukai Yang

Year of publication:	2018
Authors:	Ankargren, Sebastian ; Unosson, Måns ; Yang, Yukai
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	VAR-Modell \| VAR model \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis

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