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Point and density forecasts for the euro area using Bayesian VARs · Study

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ArticlePoint and density forecasts for the euro area using Bayesian VARs

Tim Oliver Berg2015

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Articlegreen2015

Point and density forecasts for the euro area using Bayesian VARs

Tim Oliver Berg · Steffen R. Henzel

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

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Statistical Methods and Inference

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References

2007Strictly Proper Scoring Rules, Prediction, and Estimation 2002Determining the Number of Factors in Approximate Factor Models 2005Time Varying Structural Vector Autoregressions and Monetary Policy 2002Macroeconomic Forecasting Using Diffusion Indexes 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach 2006Tests of Conditional Predictive Ability 1998Evaluating Density Forecasts with Applications to Financial Risk Management 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience

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2019Bagged neural networks for forecasting Polish (low) inflation

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Year2015

Typearticle

Published2015-08-06

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations29

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.ijforecast.2015.03.006

openalex_workW1548907585

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