Common drifting volatility in large Bayesian VARs
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
| Year of publication: |
July 2016
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|---|---|
| Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 3, p. 375-390
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| Subject: | Forecasting | Prediction | Stochastic volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Wirtschaftsprognose | Economic forecast | Wirtschaftswachstum | Economic growth | Stochastischer Prozess | Stochastic process | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1040116 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011691646