Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints
Joshua C. C. Chan, Davide Pettenuzzo, Aubrey Poon, Dan Zhu
| Year of publication: |
2025
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|---|---|
| Authors: | Chan, Joshua ; Pettenuzzo, Davide ; Poon, Aubrey ; Zhu, Dan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 173.2025, Art.-No. 105061, p. 1-19
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| Subject: | Conditional forecast | Precision-based method | Vector autoregression | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Theorie | Theory | Bayes-Statistik | Bayesian inference | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2025.105061 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015556553