Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
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Publication:1621309
DOI10.1016/j.csda.2013.09.018zbMath1471.62026OpenAlexW2085229098MaRDI QIDQ1621309
Alessia Paccagnini, Stelios D. Bekiros
Publication date: 8 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10197/7322
Markov chain Monte CarloforecastingBayesian estimationMetropolis-Hastingsfactor augmented DSGEmarginal data density
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Dynamic stochastic general equilibrium theory (91B51)
Uses Software
Cites Work
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