Forecasting with Bayesian global vector autoregressive models : a comparison of priors

Jesús Crespo Cuaresma; Martin Feldkircher; Florian Huber

Year of publication:	2014
Authors:	Crespo Cuaresma, Jesús ; Feldkircher, Martin ; Huber, Florian
Publisher:	Wien : Oesterr. Nationalbank
Subject:	Global vector autoregressions \| forecasting \| prior sensitivity analysis \| VAR-Modell \| VAR model \| Bayes-Statistik \| Bayesian inference \| Prognoseverfahren \| Forecasting model \| Sensitivitätsanalyse \| Sensitivity analysis \| Wirtschaftsprognose \| Economic forecast \| Welt \| World \| Wirtschaftsindikator \| Economic indicator \| Theorie \| Theory \| Schätzung \| Estimation

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