Bayesian VARs of the U.S. economy before and during the pandemic
CC BY
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| Tác giả chính: | , |
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s40822-023-00229-9 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7735 |
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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 |
8.8926115 |