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  • Search: subject:"bayesian methods panel VAR markov chains monte carlo methods"
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bayesian methods panel VAR markov chains monte carlo methods 1 forecasting 1 turning points 1
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Canova, Fabio 1 Ciccarelli, Matteo 1
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C.E.P.R. Discussion Papers 1
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Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
Canova, Fabio; Ciccarelli, Matteo - C.E.P.R. Discussion Papers - 2001
We provide methods for forecasting variables and predicting turning points in panel Bayesian VARs. We specify a flexible model that accounts for both interdependencies in the cross section and time variations in the parameters. Posterior distributions for the parameters are obtained for...
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