Bayesian Vector Autoregressions
| Year of publication: |
2019
|
|---|---|
| Authors: | Miranda-Agrippino, Silvia |
| Other Persons: | Ricco, Giovanni (contributor) |
| Publisher: |
[2019]: [S.l.] : SSRN |
| Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Description of contents: |
This article reviews Bayesian inference methods for vector autoregression models, commonly used priors for economic and financial variables, and applications to structural analysis and forecasting
|
| Extent: | 1 Online-Ressource (66 p) |
|---|---|
| Series: | Bank of England Working Paper ; No. 756 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 21, 2018 erstellt |
| Other identifiers: | 10.2139/ssrn.3253086 [DOI] |
| Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012898063