Forecasting with Bayesian vector autoregressions estimated using professional forecasts
Christoph Frey and Frieder Mokinski
| Year of publication: |
September-October 2016
|
|---|---|
| Authors: | Frey, Christoph ; Mokinski, Frieder |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 6, p. 1083-1099
|
| Subject: | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | USA | United States | 1984-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2483 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686284