Real-time forecasting of the Australian macroeconomy using flexible bayesian VARs
Bo Zhang, Bao H. Nguyen
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Zhang, Bo ; Bao Hoang Nguyen |
| Publisher: |
[Hobart, Tasmania] : University of Tasmania |
| Subject: | Australia | real-time forecast | Non-Gaussian | Stochastic Volatility | Australien | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Prognose | Forecast | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Extent: | 1 Online-Ressource (circa 29 Seiten) |
|---|---|
| Series: | Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania. - [Hobart] : [Verlag nicht ermittelbar], ZDB-ID 2786951-9. - Vol. N 2020, 12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-1-922352-75-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012317113