Chapter 15. Forecasting with Bayesian Vector Autoregression
Year of publication: |
2013
|
---|---|
Authors: | Karlsson, Sune |
Published in: |
Handbook of economic forecasting ; Volume 2. - Amsterdam : Elsevier North Holland, ISBN 978-0-444-62732-2. - 2013, p. 791-897
|
Subject: | Markov chain Monte Carlo | Structural VAR | Cointegration | Conditional forecasts | Time-varying parameters | Stochastic volatility | Model selection | Large VAR | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kointegration | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | Volatilität | Volatility |
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