Forecasting With Bayesian Vector Autoregressions Five Years of Experience

doi 10.21034/wp.274

Full Text

Abstract

Available in

Date

Authors

Publisher

Federal Reserve Bank of Minneapolis

Related search

Forecasting With Bayesian Vector Autoregressions: Five Years of Experience

Journal of Business and Economic Statistics
EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics
1986English

Implementing Bayesian Vector Autoregressions

1988English

Forecasting With Global Vector Autoregressive Models: A Bayesian Approach

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2016English

Spatial Vector Autoregressions

Spatial Economic Analysis
DevelopmentPlanetary SciencesFinanceProbabilityUncertaintyEconomicsPlanningStatisticsEarthEconometricsGeography
2007English

Prior Selection for Vector Autoregressions

2012English

Structural Approaches to Vector Autoregressions

1992English

Nonlinearity and Forecasting Aspects of Periodically Integrated Autoregressions

1994English

Sign Restrictions in High-Dimensional Vector Autoregressions

SSRN Electronic Journal
2020English

Exogenous Uncertainty and the Identification of Structural Vector Autoregressions With External Instruments

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy