Real-time forecasting with a mixed-frequency VAR
Frank Schorfheide; Dongho Song
| Year of publication: |
2015
|
|---|---|
| Authors: | Schorfheide, Frank ; Song, Dongho |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 3, p. 366-380
|
| Subject: | Bayesian methods | Hyperparameter selection | Macroeconomic forecasting | Marginal data density | Minnesota prior | Real-time data | Vector autoregressions | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Frühindikator | Leading indicator | Theorie | Theory | Wirtschaftsprognose | Economic forecast |
| Extent: | graph. Darst. |
|---|---|
| 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/10011390382