Identifying Long-Run Risks : A Bayesian Mixed-Frequency Approach
Year of publication: |
2013
|
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Authors: | Schorfheide, Frank |
Other Persons: | Song, Dongho (contributor) ; Yaron, Amir (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Intertemporale Entscheidung | Intertemporal choice | Risikoprämie | Risk premium | Zustandsraummodell | State space model | Nichtlineare Regression | Nonlinear regression | Konsumtheorie | Consumption theory | Dividende | Dividend | Kapitalmarktrendite | Capital market returns | Risiko | Risk |
Extent: | 1 Online-Ressource (53 p) |
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Series: | FRB of Philadelphia Working Paper ; No. 13-39 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2332045 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Identifying Long-Run Risks : A Bayesian Mixed-Frequency Approach
Schorfheide, Frank, (2014)
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Identifying Long-Run Risks : A Bayesian Mixed-Frequency Approach
Schorfheide, Frank, (2014)
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank, (2014)
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Identifying Long-Run Risks : A Bayesian Mixed-Frequency Approach
Schorfheide, Frank, (2014)
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank, (2013)
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank, (2014)
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