Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
DOI10.1016/J.JEDC.2016.06.006zbMath1401.91490OpenAlexW3121469171MaRDI QIDQ1656366
Martin Feldkircher, Jonas Dovern, Florian Huber
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://archiv.ub.uni-heidelberg.de/volltextserver/18586/1/dovern%20feldkircher%20Huber_2015_dp590.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
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