Bayesian VARs : specification choices and forecast accuracy
Year of publication: |
2015
|
---|---|
Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 30.2015, 1, p. 46-73
|
Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model |
-
Measuring macroeconomic uncertainty : an application for Iran
Heybati, Reza, (2021)
-
Comparison of forecasting performance of exchange rate models : single equation versus VAR systems
Taskin, Fatma, (1995)
-
Specifying vector autoregressions for macroeconomic forecasting
Litterman, Robert B., (1984)
- More ...
-
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility
Carriero, Andrea, (2012)
-
Common drifting volatility in large Bayesian VARs
Carriero, Andrea, (2012)
-
Bayesian VARs: Specification Choices and Forecast Accuracy
Carriero, Andrea, (2015)
- More ...