How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis

SSRN Electronic Journal
doi 10.2139/ssrn.3187046
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis

SSRN Electronic Journal
2018English

Evaluating Real-Time Var Forecasts With an Informative Democratic Prior

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2012English

How Useful Are Estimated DSGE Model Forecasts?

SSRN Electronic Journal
2011English

How Sensitive Are Cardiac Surgeons' Fingers?

BMJ
1994English

How Biased Are U.S. Government Forecasts of the Federal Debt?

International Journal of Forecasting
International ManagementBusiness
2017English

Just How Sensitive Are Instrumental Variable Estimates?

Foundations and Trends in Accounting
AccountingFinance
2016English

How Sensitive Are EEG Results to Preprocessing Methods: A Benchmarking Study

2020English

How Sensitive Are Estimates of Carbon Fixation in Agricultural Models to Input Data?

Carbon Balance and Management
Planetary ChangePlanetary SciencesMonitoringGlobalManagementPolicyEarthLaw
2012English

Forecasts in a Slightly Misspecified Finite Order VAR

2011English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy