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Forecasting with Bayesian Vector Autoregression · Study

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ChapterForecasting with Bayesian Vector Autoregression

Sune Karlsson2013

Chapter2013

Forecasting with Bayesian Vector Autoregression

209 citations·0/0 files stored·Handbook of economic forecasting

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

Abstract

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Citations in this library

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References

1980Macroeconomics and Reality 2005Time Varying Structural Vector Autoregressions and Monetary Policy 2002Macroeconomic Forecasting Using Diffusion Indexes 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach 2006Chapter 4 Forecast Combinations 1999State-Space Models with Regime Switching

Cited by

2021Towards environmental Sustainability: Devolving the influence of carbon dioxide emission to population growth, climate change, Forestry, livestock and crops production in Pakistan 2016Forecasting city arrivals with Google Analytics 2022The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 2015Forecasting German car sales using Google data and multivariate models 2019Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan 2020Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 2020Nowcasting with Large Bayesian Vector Autoregressions

Details

Year2013

Typechapter

Published2013-01-01

VenueHandbook of economic forecasting

ISSN-L1574-0706

Languageen

Citations209

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/b978-0-444-62731-5.00015-4

openalex_workW2148557226

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