Bayesian modelling of TVP-VARs using regression trees
Niko Hauzenberger, Florian Huber, Gary Koop, and James Mitchell
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Hauzenberger, Niko ; Huber, Florian ; Koop, Gary ; Mitchell, James |
| Publisher: |
Glasgow : Department of Economics, University of Strathclyde |
| Subject: | Bayesian vector autoregression | Time-varying parameters | Nonparametric modeling | Machine learning | Regression trees | Phillips curve | Business cycle shocks | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Phillips-Kurve | Theorie | Theory | Schock | Shock | Künstliche Intelligenz | Artificial intelligence | Konjunktur | Business cycle |
freely available
| Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
|---|---|
| Series: | Strathclyde discussion papers in economics. - Glasgow : Business School, ZDB-ID 2272548-9. - Vol. no. 23, 8 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014316040