Structural dynamic factors analysis using prior information from macroeconomic theory
Gregor Bäurle
| Year of publication: |
2013
|
|---|---|
| Authors: | Bäurle, Gregor |
| 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. 31.2013, 2, p. 136-150
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| Subject: | Bayesian analysis | DSGE model | Dynamic factor model | Forecasting | Transmission of shocks | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Schock | Shock | Faktorenanalyse | Factor analysis | VAR-Modell | VAR model | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätzung | Estimation | Dynamische Wirtschaftstheorie | Economic dynamics | Makroökonomik | Macroeconomics | DSGE-Modell |
| 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/10009754017