Point and density forecasts for the euro area using Bayesian VARs
Tim O. Berg, Steffen R. Henzel
| Year of publication: |
October-December 2015
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|---|---|
| Authors: | Berg, Tim Oliver ; Henzel, Steffen |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 4, p. 1067-1095
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| Subject: | Bayesian vector autoregression | Forecasting | Model validation | Large cross section | Euro area | VAR-Modell | VAR model | Eurozone | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | EU-Staaten | EU countries | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474904