BVARs and stochastic volatility
Joshua C.C. Chan
| Year of publication: |
2024
|
|---|---|
| Authors: | Chan, Joshua |
| Published in: |
Handbook of research methods and applications in macroeconomic forecasting. - Cheltenham, UK : Edward Elgar Publishing, ISBN 978-1-0353-1005-0. - 2024, p. 43-67
|
| Subject: | Macroeconomic Forecasting | Bayesian Vector Autoregressions | Big Data | Machine Learning | Density Forecasts | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Big data | Künstliche Intelligenz | Artificial intelligence | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.4337/9781035310050.00007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015189564