Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Stelios D. Bekiros and Alessia Paccagnini
| Year of publication: |
November 2016
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|---|---|
| Authors: | Bekiros, Stelios D. ; Paccagnini, Alessia |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 7, p. 613-632
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| Subject: | forecasting | factor-augmented DSGE | time-varying parameter models | DGSE-VAR | Bayesian analysis | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Wirtschaftsprognose | Economic forecast | Zustandsraummodell | State space model | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2401 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011610087