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  • Search: subject:"Global-local prior"
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Year of publication
Subject
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Bayes-Statistik 4 Bayesian inference 4 Theorie 4 Theory 4 VAR model 4 VAR-Modell 4 Global-local prior 3 Estimation 2 Forecasting 2 Forecasting model 2 Geldpolitik 2 Monetary policy 2 Prognoseverfahren 2 Schätzung 2 State space model 2 TVP-VAR 2 Time series analysis 2 Zeitreihenanalyse 2 Zustandsraummodell 2 Bayesian vector autoregression 1 Big Data 1 Big data 1 Cointegration 1 Kointegration 1 Large autoregression 1 Minnesota prior 1 Shrinkage 1 Shrinkage prior 1 Sparsity 1 Stochastic process 1 Stochastic volatility 1 Stochastischer Prozess 1 Vektor-autoregressives Modell 1 Volatility 1 Volatilität 1 global-local prior 1 monetary policy 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Forschungsbericht 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 4
Author
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Prüser, Jan 3 Chan, Joshua 1
Institution
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1
Published in...
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International journal of forecasting 2 Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 1 Journal of economic dynamics & control 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
Cover Image
Data-based priors for vector error correction models
Prüser, Jan - In: International journal of forecasting 39 (2023) 1, pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
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A global-local prior for time-varying parameter VARs and monetary policy
Prüser, Jan - Sonderforschungsbereich Statistical Modelling of … - 2020
Persistent link: https://www.econbiz.de/10012592510
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Cover Image
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua - In: International journal of forecasting 37 (2021) 3, pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
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The horseshoe prior for time-varying parameter VARs and monetary policy
Prüser, Jan - In: Journal of economic dynamics & control 129 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013205477
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