Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility (Q3089151)
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scientific article; zbMATH DE number 5942131
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| English | Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility |
scientific article; zbMATH DE number 5942131 |
Statements
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (English)
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24 August 2011
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Bayesian methods
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steady-state prior
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0.8381912112236023
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0.7939422130584717
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0.7828556299209595
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0.7664668560028076
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0.738259494304657
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