Forecast accuracy of a BVAR under alternative specifications of the zero lower bound
Year of publication: |
Apr 2017
|
---|---|
Authors: | Berg, Tim Oliver |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 2, p. 1-29
|
Subject: | BVAR | forecasting | nonlinearity | zero lower bound | Niedrigzinspolitik | Low-interest-rate policy | Prognoseverfahren | Forecasting model | Theorie | Theory | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Prognose | Forecast | Neoklassische Synthese | Neoclassical synthesis |
-
Forecast accuracy of a BVAR under alternative specifications of the zero lower bound
Berg, Tim Oliver, (2015)
-
Impulse response analysis at the zero lower bound
Benati, Luca, (2023)
-
Estimating nonlinear heterogeneous agents models with neural networks
Kase, Hanno, (2022)
- More ...
-
Do monetary and technology shocks move euro area stock prices?
Berg, Tim Oliver, (2010)
-
Cross-country evidence on the relation between stock prices and the current account
Berg, Tim Oliver, (2010)
-
Exploring the international transmission of U.S. stock price movements
Berg, Tim Oliver, (2010)
- More ...