Large hybrid time-varying parameter VARs
Joshua C. C. Chan
| Year of publication: |
2023
|
|---|---|
| Authors: | Chan, Joshua |
| Subject: | Bayesian model averaging | Large vector autoregression | Macroeconomic forecasting | Stochastic volatility | Time-varying parameter | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2080683 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448455