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
    0 references
    24 August 2011
    0 references
    Bayesian methods
    0 references
    steady-state prior
    0 references

    Identifiers