Structural scenario analysis and stress testing with vector autoregressions
Year of publication: |
[2017]
|
---|---|
Authors: | Antolín-Díaz, Juan ; Petrella, Ivan ; Rubio-Ramírez, Juan Francisco |
Publisher: |
[Madrid] : FEDEA |
Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Strukturwandel | Structural change | Szenariotechnik | Scenario analysis | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation | USA | United States |
-
Structural scenario analysis with SVARs
Antolin-Diaz, Juan, (2018)
-
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F., (1999)
-
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta, (2014)
- More ...
-
Dividend momentum and stock return predictability: A Bayesian approach
Antolín-Díaz, Juan, (2021)
-
Dividend momentum and stock return predictability : a Bayesian approach
Petrella, Ivan, (2021)
-
Dividend momentum and stock return predictability : a Bayesian approach
Antolín-Díaz, Juan, (2021)
- More ...