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ArticleMinnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs

Joshua C. C. Chan2019

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Articlegreen2019

Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs

Joshua C. C. Chan

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

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

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References

1995Comparing Predictive Accuracy 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience 1984Forecasting and conditional projection using realistic prior distributions 2009Large Bayesian vector auto regressions 1998Bayesian Methods for Dynamic Multivariate Models 2015FRED-MD: A Monthly Database for Macroeconomic Research

Cited by

2022TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 2023Large Order-Invariant Bayesian VARs with Stochastic Volatility 2023Bayesian forecasting in economics and finance: A modern review 2022Real-time inflation forecasting using non-linear dimension reduction techniques 2022Comparing stochastic volatility specifications for large Bayesian VARs

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Year2019

Typearticle

Published2019-01-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations45

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.ijforecast.2021.01.002

openalex_workW3041320102

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