Conditional forecasts on SVAR models using the Kalman filter (Q1925637)
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scientific article; zbMATH DE number 6116614
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Conditional forecasts on SVAR models using the Kalman filter |
scientific article; zbMATH DE number 6116614 |
Statements
Conditional forecasts on SVAR models using the Kalman filter (English)
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18 December 2012
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conditional forecasting
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vector autoregression
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Kalman filter
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0.85195774
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0.8517417
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0.8501841
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0.84747964
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0.8445587
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0.84369254
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0.84255683
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