Forecasting And Conditional Projection Using Realistic Prior Distributions

Econometric Reviews

Volumn 3, Issue 1, 1984, Pages 1-100

  Doan, Thomas ^a   Litterman, Robert ^b   Sims, Christopher ^c  

^a NORTHWESTERN UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF MINNEAPOLIS   (United States)

^c UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Bayesian analysis; conditional projections:; forecasting; macroeconomic modeling; vector autoregressions

Indexed keywords

EID: 84945763545     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474938408800053     Document Type: Article

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