Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Michael P. Clements, Ana Beatriz Galvão
| Year of publication: |
2023
|
|---|---|
| Authors: | Clements, Michael P. ; Galvão, Ana Beatriz C. |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 2, p. 164-185
|
| Subject: | inflation and output growth predictive densities | real-time forecasting | real-time-vintages | stochastic volatility | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Inflation | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftsprognose | Economic forecast | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2944 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014287961