General Bayesian time-varying parameter VARs for modeling government bond yields
Manfred M. Fischer, Niko Hauzenberger, Florian Huber, Michael Pfarrhofer
| Alternative title: | General Bayesian time-varying parameter VARs for predicting government bond yields |
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| Year of publication: |
[2022]
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| Authors: | Fischer, Manfred M. ; Hauzenberger, Niko ; Huber, Florian ; Pfarrhofer, Michael |
| Publisher: |
Vienna : WU Vienna University of Economics and Business |
| Subject: | Bayesian shrinkage | interest rate forecasting | latent effect modifiers | MCMC sampling | Markov chain Monte Carlo sampling | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | VAR-Modell | VAR model | Zins | Interest rate | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Öffentliche Anleihe | Public bond |
| Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
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| Series: | Working papers in regional science. - Vienna : Vienna University of Economics and Business, ZDB-ID 2883159-7. - Vol. 2021, 01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Erschien bereits 2021 unter dem Titel: General Bayesian time-varying parameter VARs for predicting government bond yields |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012498662