Computationally efficient inference in large Bayesian mixed frequency VARs
Deborah Gefang, Gary Koop, Aubrey Poon
| Year of publication: |
2020
|
|---|---|
| Authors: | Gefang, Deborah ; Koop, Gary ; Poon, Aubrey |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 191.2020, p. 1-6
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| Subject: | Forecasting | Hierarchical prior | Mixed frequency | Stochastic volatility | Variational inference | Vector autoregression | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.109120 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012508486