Forecasting and Conditional Projection Using Realistic Prior Distributions
收藏NBER1983-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w1202
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资源简介：
This paper develops a forecasting procedure based on a Bayesian method for estimating vector autoregressions. The procedure is applied to ten macroeconomic variables and is shown to improve out-of-sample forecasts relative to univariate equations. Although cross-variables responses are damped by the
提供机构：
美国国家经济研究局
创建时间：
1983-09-01
