Incorporating micro data into macro models using pseudo VARs
Gary Koop, Stuart McIntyre, James Mitchell and Ping Wu
| Year of publication: |
February 2026
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| Authors: | Koop, Gary ; McIntyre, Stuart ; Mitchell, James ; Wu, Ping |
| Publisher: |
London, United Kingdom : Economic Statistics Centre of Excellence |
| Subject: | Bayesian VAR | functional VAR | pseudo panel | earnings distribution | businesscycle shocks | VAR-Modell | VAR model | Schock | Shock | Bayes-Statistik | Bayesian inference | Risikomaß | Risk measure | Schätzung | Estimation | Theorie | Theory |
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | ESCoE discussion paper. - London, United Kingdom : Economic Statistics Centre of Excellence, ISSN 2515-4664, ZDB-ID 3238172-4. - Vol. no. 2026, 04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015618215