مرکز منطقه ای اطلاع رساني علوم و فناوري - Bayesian prediction with cointegrated vector autoregressions

Title of article :

Bayesian prediction with cointegrated vector autoregressions

Author/Authors :

MattiasVillani، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

585

To page :

605

Keywords :

Model averaging , Predictive density , cointegration , Inflation forecasting , Bayesian

Journal title :

International Journal of Forecasting

Serial Year :

2001

Journal title :

International Journal of Forecasting

Record number :

178919

Link To Document :