Forecasting With Bayesian Vector Autoregressions
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Bibliographic InfoPaper provided by Purdue University, Department of Economics in its series Purdue University Economics Working Papers with number 962.
Length: 15 pages
Date of creation: 1989
Date of revision:
econometric models ; macroeconomics;
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- Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012.
"Prior Selection for Vector Autoregressions,"
Working Papers ECARES
ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
- Michal Franta, 2013. "The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts," Working Papers 2013/09, Czech National Bank, Research Department.
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