Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
Year of publication: |
2009-09
|
---|---|
Authors: | Carriero, Andrea ; Kapetanios, George ; Marcellino, Massimiliano |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Bayesian VARs | factor models | forecasting | reduced rank |
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