Are Bayesian fan charts useful? : the effect of zero lower bound and evaluation of financial stability stress tests
Year of publication: |
2014
|
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Authors: | Franta, Michal ; Baruník, Jozef ; Horváth, Roman ; Šmídková, Kateřina |
Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 10.2014, 1, p. 159-187
|
Subject: | Inflationssteuerung | Inflation targeting | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment |
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