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   Articles with "bayesian var" as a keyword



Forecasting the UK economy with a medium-scale Bayesian VAR

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recommendations! Published in 2019 at "International Journal of Forecasting"

DOI: 10.1016/j.ijforecast.2018.11.004

Abstract: Abstract We estimate a Bayesian VAR (BVAR) for the UK economy and assess its performance in forecasting GDP growth and CPI inflation in real time relative to forecasts from COMPASS, the Bank of England’s DSGE… read more here.

Keywords: forecasting economy; bayesian var; inflation; var ... See more keywords

Bayesian VAR forecasts, survey information, and structural change in the euro area

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recommendations! Published in 2021 at "International Journal of Forecasting"

DOI: 10.1016/j.ijforecast.2020.11.001

Abstract: Abstract We incorporate external information extracted from the European Central Bank’s Survey of Professional Forecasters into the predictions of a Bayesian VAR using entropic tilting and soft conditioning. The resulting conditional forecasts significantly improve the… read more here.

Keywords: var forecasts; survey information; bayesian var; survey ... See more keywords

The Greek-Turkish Rivalry: A Bayesian VAR Approach

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recommendations! Published in 2024 at "Defence and Peace Economics"

DOI: 10.1080/10242694.2024.2371760

Abstract: ABSTRACT The persistent Greek-Turkish rivalry has garnered considerable attention among defense economists, prompting an exploration of whether these two nations are locked in an arms race. The longstanding divisions between them are deeply rooted in… read more here.

Keywords: greek turkish; rivalry bayesian; turkish rivalry; bayesian var ... See more keywords

Regularizing priors for Bayesian VAR applications to large ecological datasets

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recommendations! Published in 2022 at "PeerJ"

DOI: 10.7717/peerj.14332

Abstract: Using multi-species time series data has long been of interest for estimating inter-specific interactions with vector autoregressive models (VAR) and state space VAR models (VARSS); these methods are also described in the ecological literature as… read more here.

Keywords: priors bayesian; inter specific; bayesian var; var ... See more keywords