Forecasting and conditional projection using realistic prior distributions
Work
Year: 1984
Type: article
Abstract: This paper develops a forecasting procedure based on a Bayesian method for estimating vector autoregressions. The procedure is applied t o 10 macroeconomic variables and is shown to improve out-of-sam... more
Source: Econometric Reviews
Cites: 12
Cited by: 1,130
Related to: 10
FWCI: 21.06
Citation percentile (by year/subfield): 99.93
Domain: Social Sciences
Open Access status: green