Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Year of publication: |
2009-01
|
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Authors: | Koop, Gary ; Korobilis, Dimitris |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | Empirical macroeconometrics | Bayesian estimation | MCMC | vector autoregressions | factor models | time-varying parameters |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; C87 - Econometric Software ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
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