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Forecasting with Bayesian vector autoregressions — Five years of experience · Study

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ArticleForecasting with Bayesian vector autoregressions — Five years of experience

Robert B. Litterman1986

Article1986

Forecasting with Bayesian vector autoregressions — Five years of experience

Robert B. Litterman

403 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Time Series Analysis and Forecasting

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2009Remittances and the Dutch disease 2018The shocks matter: Improving our estimates of exchange rate pass-through 1992Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance 2013Forecasting with Bayesian Vector Autoregression 2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2009Responses to monetary policy shocks in the east and the west of Europe: a comparison 2003Forecasting and turning point predictions in a Bayesian panel VAR model 2009Forecasting exchange rates with a large Bayesian VAR

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Year1986

Typearticle

Published1986-01-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations403

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/0169-2070(86)90100-7

openalex_workW108420478

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