Quotation Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2017. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? NBP Workshop on Forecasting, Narodowy Bank Polski, Poland, 20.11.-21.11. Invited Talk


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
Event NBP Workshop on Forecasting
Year 2017
Date 20.11.-21.11.
Country Poland
Location Narodowy Bank Polski
URL http://www.nbp.pl/homen.aspx?f=/badania/konferencje/2017/forecasting/main.html
Invited Talk Y

Associations

People
Huber, Florian (Details)
Kastner, Gregor (Details)
External
Feldkircher, Martin (OeNB, Austria)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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