Conditional Forecasts in Large Bayesian VARs with Multiple Soft and Hard Constraints
Year of publication: |
2023
|
---|---|
Authors: | Chan, Joshua CC ; Pettenuzzo, Davide ; Poon, Aubrey ; Zhu, Dan |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4358152 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A Bayesian infinite hidden Markov vector autoregressive model
Nibbering, Didier, (2016)
-
BayVAR_R : Bayesian VAR Modeling in R
Quilis, Enrique M., (2022)
-
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny, (2022)
- More ...
-
Do recessions occur concurrently across countries? A multinomial logistic approach
Poon, Aubrey, (2022)
-
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua, (2023)
-
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo, (2023)
- More ...