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

Saved in:

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:

Subjects:

vector autoregression

automatic differentiation

interval forecasts

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Australian National University: CAMA working paper series