Forecasts with Bayesian vector autoregressions under real time conditions
Michael Pfarrhofer
| Year of publication: |
2024
|
|---|---|
| Authors: | Pfarrhofer, Michael |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 3, p. 771-801
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| Subject: | global-local shrinkage | stochastic volatility | time-varying parameters | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast | Bayes-Statistik | Bayesian inference |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532388