Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models

Title
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
Authors
Keywords
-
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 71, Issue -, Pages 298-323
Publisher
Elsevier BV
Online
2013-10-01
DOI
10.1016/j.csda.2013.09.018

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