Bayesian nonparametric vector autoregressive models
Work
Year: 2018
Type: article
Abstract: Vector autoregressive (VAR) models are the main work-horse models for macroeconomic forecasting, and provide a framework for the analysis of complex dynamics that are present between macroeconomic var... more
Source: Journal of Econometrics
Authors Maria Kalli, Jim E. Griffin
Institution University of Kent
Cites: 74
Cited by: 58
Related to: 10
FWCI: 11.96
Citation percentile (by year/subfield): 99.99
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid
APC paid (est): $3,700