How sensitive are VAR forecasts to prior hyperparameters?: an automated sensitivity analysis

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Bibliographic Details

Authors and Corporations:	Chan, Joshua (Author), Jacobi, Liana (Author), Zhu, Dan (Author)
Other Authors:	Jacobi, Liana [Author] • Zhu, Dan [Author]
Type of Resource:	E-Book
Language:	English
published:	[Canberra] Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis 2018
Series:	Australian National University: CAMA working paper series ; 2018, 25 (May 2018)
Subjects:	vector autoregression automatic differentiation interval forecasts Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen