Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (Q3089151)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility |
scientific article |
Statements
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (English)
0 references
24 August 2011
0 references
Bayesian methods
0 references
steady-state prior
0 references