Using VARs and TVP-VARs with many macroeconomic variables
by Gary Koop
| Year of publication: |
2013
|
|---|---|
| Authors: | Koop, Gary |
| Institutions: | University of Strathclyde / Department of Economics (contributor) |
| Publisher: |
Glasgow : Univ. of Strathclyde, Dep. of Economics |
| Subject: | Bayesian VAR | forecasting | time-varying coefficients | state-space model | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |