Forecasting and turning point predictions in a Bayesian panel VAR model.

Autor: Canova, Fabio1,2 fabio.canova@upf.es, Ciccarelli, Matteo3 matteo.ciccarehi@ecb.mt
Zdroj: Journal of Econometrics. Jun2004, Vol. 120 Issue 2, p327-359. 33p.
Databáze: Business Source Ultimate