Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area
Stelios Bekiros
| Year of publication: |
2014
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|---|---|
| Authors: | Bekiros, Stelios |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 619-626
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| Subject: | Kalman filter | Bayesian VAR | Time-varying parameters | Forecasting | Zustandsraummodell | State space model | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Eurozone | Euro area | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010418962