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Fast computation of the deviance information criterion for latent variable models
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10010244614
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Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald - 1996
Persistent link: https://www.econbiz.de/10000932649
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BVARTEC - Bayesian vector auto-regressions with time varying error-covariances
Uhlig, Harald - 1992 - Rev
Persistent link: https://www.econbiz.de/10000844109
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Forecasting with Bayesian vector autoregressions
Kadiyala, K. Rao; Karlsson, Sune - 1989
Persistent link: https://www.econbiz.de/10000789198
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The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000573313
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A Bayesian VAR forecasting model for the Philadelphia metropolitan area
Crone, Theodore Michael; MacLaughlin, Michael P. - 1999
Persistent link: https://www.econbiz.de/10001407135
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Improving forecasts of the federal funds rate in a policy model
Robertson, John C.; Tallman, Ellis W. - 1999
Persistent link: https://www.econbiz.de/10001372295
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A spatial prior for Bayesian vector autoregressive models
Lesage, James P.; Krivelyova, Anna - In: Journal of regional science 39 (1999) 2, pp. 297-317
Persistent link: https://www.econbiz.de/10001373171
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Block recursion and structural vector autoregressions
Zha, Tao - In: Journal of econometrics 90 (1999) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10001382134
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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander; Neuhoff, Daniel - In: Economics letters 133 (2015), pp. 89-91
Persistent link: https://www.econbiz.de/10011432004