Averaging impulse responses using prediction pools

Paul Ho, Thomas A. Lubik, Christian Matthes

Year of publication:	[2023]
Authors:	Ho, Paul ; Lubik, Thomas A. ; Matthes, Christian
Publisher:	Richmond : Federal Reserve Bank of Richmond
Subject:	Prediction Pools \| Model Averaging \| Impulse Responses \| Misspecification \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| VAR-Modell \| VAR model \| Bayes-Statistik \| Bayesian inference \| Modellierung \| Scientific modelling \| Zeitreihenanalyse \| Time series analysis

freely available

Full text |

More access options

doi.org

Which error do you want to report?

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Required language not in the list? Please use comment field

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014287737