Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility

Journal of Business and Economic Statistics

Volumn 29, Issue 3, 2011, Pages 327-341

  Clark, Todd E ^a  

^a FEDERAL RESERVE BANK OF CLEVELAND   (United States)

Author keywords

Bayesian methods; Steady state prior

Indexed keywords

EID: 79958759024     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1198/jbes.2010.09248     Document Type: Article

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