On the predictability of time-varying VAR and DSGE models
Stelios Bekiros; Alessia Paccagnini
| Year of publication: |
2013
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|---|---|
| Authors: | Bekiros, Stelios ; Paccagnini, Alessia |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 45.2013, 1, p. 635-664
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| Subject: | Hybrid DSGE | Time-varying VAR | Kalman filter | Bayesian VAR | Forecasting | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | DSGE-Modell | DSGE model | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009780022