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Bayesian VARs of the U.S. economy before and during the pandemic

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Bibliographic Details
Main Authors: Anna, Sznajderska, Alfred A., Haug
Format: Book
Language:English
Published: Springer 2023
Subjects:
BVAR
VARs
Online Access:https://link.springer.com/article/10.1007/s40822-023-00229-9
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7735
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spelling oai:localhost:PNK-77352023-04-11T01:51:33Z Bayesian VARs of the U.S. economy before and during the pandemic Anna, Sznajderska Alfred A., Haug BVAR VARs CC BY We compare the forecasting performance of small and large Bayesian vector-autoregressive (BVAR) models for the United States. We do the forecast evaluation of the competing models for the sample that ends before the pandemic and for the sample that contains the pandemic period. The findings document that these models can be used for structural analysis and generate credible impulse response functions. Furthermore, the results indicate that there are only small gains from the application of a large BVAR model compared to a small BVAR model. 2023-04-11T01:51:33Z 2023-04-11T01:51:33Z 2023 Book https://link.springer.com/article/10.1007/s40822-023-00229-9 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7735 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic BVAR
VARs
spellingShingle BVAR
VARs
Anna, Sznajderska
Alfred A., Haug
Bayesian VARs of the U.S. economy before and during the pandemic
description CC BY
format Book
author Anna, Sznajderska
Alfred A., Haug
author_facet Anna, Sznajderska
Alfred A., Haug
author_sort Anna, Sznajderska
title Bayesian VARs of the U.S. economy before and during the pandemic
title_short Bayesian VARs of the U.S. economy before and during the pandemic
title_full Bayesian VARs of the U.S. economy before and during the pandemic
title_fullStr Bayesian VARs of the U.S. economy before and during the pandemic
title_full_unstemmed Bayesian VARs of the U.S. economy before and during the pandemic
title_sort bayesian vars of the u.s. economy before and during the pandemic
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s40822-023-00229-9
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7735
_version_ 1762909081884950528
score 8.891145

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