Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309)
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scientific article; zbMATH DE number 6975390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models |
scientific article; zbMATH DE number 6975390 |
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Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (English)
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8 November 2018
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Bayesian estimation
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forecasting
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Metropolis-Hastings
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Markov chain Monte Carlo
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marginal data density
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factor augmented DSGE
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