Conditional forecasts on SVAR models using the Kalman filter
type: Item
instance of: scholarly article
title: Conditional forecasts on SVAR models using the Kalman filter
zbMATH Open document ID: 1253.91151
author: Gonzalo Camba-Mendez
published in: Economics Letters
publication date: 2012-12-18T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6116614
zbMATH Keywords: conditional forecasting
zbMATH Keywords: vector autoregression
zbMATH Keywords: Kalman filter
MaRDI profile type: Publication
full work available at URL: j.econlet.2011.12.087
OpenAlex ID: W2067165392
cites work: A geometrical derivation of the fixed interval smoothing algorithm
cites work: A standard error for the estimated state vector of a state-space model
cites work: Q3915869
cites work: Conditional forecasts and uncertainty about forecast revisions in vector autoregressions
DOI: 10.1016/J.ECONLET.2011.12.087
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description: scientific article; zbMATH DE number 6116614