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Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts

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Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts

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FREY, Christoph, Frieder MOKINSKI, 2016. Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts. In: Journal of Applied Econometrics. 31(6), pp. 1083-1099. ISSN 0883-7252. eISSN 1099-1255. Available under: doi: 10.1002/jae.2483

@article{Frey2016Forec-37504, title={Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts}, year={2016}, doi={10.1002/jae.2483}, number={6}, volume={31}, issn={0883-7252}, journal={Journal of Applied Econometrics}, pages={1083--1099}, author={Frey, Christoph and Mokinski, Frieder} }

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