Have standard VARS remained stable since the crisis?
Knut Are Aastveit, Andrea Carriero, Todd E. Clark and Massimiliano Marcellino
| Year of publication: |
August 2017
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|---|---|
| Authors: | Aastveit, Knut Are ; Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 5, p. 931-951
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| Subject: | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeit | Time | Stochastische Volatilität | Stochastic volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2555 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011862290