Forecasting and turning point predictions in a Bayesian panel VAR model

Journal of Econometrics

Volumn 120, Issue 2, 2004, Pages 327-359

  Canova, Fabio ^a,b   Ciccarelli, Matteo ^c  

^a UNIVERSITAT POMPEU FABRA   (Spain)

^b CEPR   (United Kingdom)

^c UNIVERSITY OF ALICANTE   (Spain)

Author keywords

Bayesian methods; Forecasting; Markov chain Monte Carlo methods; Panel VAR; Turning points

Indexed keywords

MARKOV PROCESSES; MATRIX ALGEBRA; MONTE CARLO METHODS; PROBLEM SOLVING; PUBLIC POLICY; VECTORS;

BAYESIAN METHODS; MARKOV CHAIN MONTE CARLO METHODS; PANEL VAR; TURNING POINTS;

FORECASTING;

EID: 1842737005     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00216-1     Document Type: Article

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