Forecasting the UK economy with a medium-scale Bayesian VAR
Year of publication: |
2019
|
---|---|
Authors: | Domit, Sílvia ; Monti, Francesca ; Sokol, Andrej |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1669-1678
|
Subject: | Bayesian methods | Econometric models | Inflation forecasting | Macroeconomic forecasting | Vector autoregression models | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Inflation | Bayes-Statistik | Bayesian inference | Wirtschaftsprognose | Economic forecast | Theorie | Theory |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1298-1299 |
Other identifiers: | 10.1016/j.ijforecast.2018.11.004 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Benchmarking econometric and machine learning methodologies in nowcasting GDP
Hopp, Daniel, (2024)
-
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan, (2013)
-
Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank, (2015)
- More ...
-
A Bayesian VAR benchmark for COMPASS
Domit, Sílvia, (2016)
-
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo, (2020)
-
A Bayesian VAR Benchmark for COMPASS
Domit, Silvia, (2016)
- More ...