{"title":"贝叶斯向量自回归","authors":"Silvia Miranda-Agrippino, G. Ricco","doi":"10.2139/SSRN.3253086","DOIUrl":null,"url":null,"abstract":"This article reviews Bayesian inference methods for Vector Autoregression models, commonly used priors for economic and financial variables, and applications to structural analysis and forecasting.","PeriodicalId":359449,"journal":{"name":"LSE Research Online Documents on Economics","volume":"16 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-03-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"31","resultStr":"{\"title\":\"Bayesian vector autoregressions\",\"authors\":\"Silvia Miranda-Agrippino, G. Ricco\",\"doi\":\"10.2139/SSRN.3253086\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article reviews Bayesian inference methods for Vector Autoregression models, commonly used priors for economic and financial variables, and applications to structural analysis and forecasting.\",\"PeriodicalId\":359449,\"journal\":{\"name\":\"LSE Research Online Documents on Economics\",\"volume\":\"16 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-03-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"31\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"LSE Research Online Documents on Economics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/SSRN.3253086\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"LSE Research Online Documents on Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/SSRN.3253086","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This article reviews Bayesian inference methods for Vector Autoregression models, commonly used priors for economic and financial variables, and applications to structural analysis and forecasting.
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