The time-varying Multivariate Autoregressive Index model
Gianluca Cubadda, Stefano Grassi, Barbara Guardabascio
| Year of publication: |
2025
|
|---|---|
| Authors: | Cubadda, Gianluca ; Grassi, Stefano ; Guardabascio, Barbara |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 41.2025, 1, p. 175-190
|
| Subject: | Bayesian Vector Autoregressive Models | Large Vector Autoregressive Models | Multivariate Autoregressive Index models | Reduced-rank regression | Time-varying parameter models | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Index | Index number | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015440289