Forecasting with Bayesian vector autoregressive models : comparison of direct and iterated multistep methods
Year of publication: |
2022
|
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Authors: | Sugita, Katsuhiro |
Published in: |
Asian journal of economics and banking : AJEB. - Bingley : Emerald Publishing Limited, ISSN 2633-7991, ZDB-ID 3062819-2. - Vol. 6.2022, 2, p. 142-154
|
Subject: | Bayesian econometrics | Forecasting | VAR model | VAR-Modell | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Wirtschaftsindikator | Economic indicator | Theorie | Theory | Wirtschaftsprognose | Economic forecast |
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