Travail de recherche/Working paper
Titre:
  • Large Bayesian VARs
Auteur:Banbura, Martha; Giannone, Domenico; Reichlin, Lucrezia
Statut de publication:Publié, 2008
series:ECARES Working papers, 2008_033
Sujet CREF:Economie
Sujet JEL:Bayesian Analysis
Estimation
Multiple or Simultaneous Equation Models: Models with Panel Data
Forecasting and Other Model Applications
Volumes/pages:37 p.
Mots-clés:Bayesian VAR
Forecasting
Monetary VAR
large cross-sections
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2008_033