Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Florian Huber
| Year of publication: |
July-September 2016
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| Authors: | Huber, Florian |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 818-837
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| Subject: | Density forecasting | Large panels | Factor stochastic volatility | Prognoseverfahren | Forecasting model | Volatilität | Volatility | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Wirtschaftsindikator | Economic indicator | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621824