Approximate Bayesian inference and forecasting in huge-dimensional multicountry VARs
by Martin Feldkircher, Florian Huber, Gary Koop, and Michael Pfarrhofer
| Year of publication: |
2022
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| Authors: | Feldkircher, Martin ; Huber, Florian ; Koop, Gary ; Pfarrhofer, Michael |
| Published in: |
International economic review. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 1468-2354, ZDB-ID 1483297-5. - Vol. 63.2022, 4, p. 1625-1658
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| Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Information | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | OECD-Staaten | OECD countries | 2001-2019 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/iere.12577 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464691