Common drifting volatility in large bayesian VARs
Year of publication: |
2012
|
---|---|
Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
Publisher: |
Cleveland, Ohio : Federal Reserve Bank of Cleveland |
Subject: | Wirtschaftswachstum | Economic growth | Volatilität | Volatility | Wirtschaftsprognose | Economic forecast | VAR-Modell | VAR model |
-
Common drifting volatility in lalrge Bayesian VARs
Carriero, Andrea, (2012)
-
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P., (2023)
-
Large hybrid time-varying parameter VARs
Chan, Joshua, (2019)
- 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 ...