Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Jamie Cross, Aubrey Poon
| Year of publication: |
November 2016
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|---|---|
| Authors: | Cross, Jamie ; Poon, Aubrey |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 34-51
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| Subject: | Bayesian econometrics | Inflation forecasts | State space models | Stochastic volatility | Student's-t errors | Time varying parameters | Prognoseverfahren | Forecasting model | Australien | Australia | Zustandsraummodell | State space model | Volatilität | Volatility | Inflation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.04.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647028