Details

Title

Using VARs and TVP-VARs with Many Macroeconomic Variables

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Numer

No 3

Authors

Keywords

Bayesian VAR ; forecasting ; time-varying coefficients ; state-space model

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

143-167

Publisher

Oddział PAN w Łodzi

Date

30.09.2012

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2012.119281

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