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Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?

  • Martin Feldkircher (Contributor)
  • Florian Huber (Contributor)
  • Gregor Kastner (Contributor)

Activity: Talk or presentationScience to science

Period15 Feb 201816 Feb 2018
Event title1st Vienna Workshop on Economic Forecasting
Event typeUnknown
Degree of RecognitionNational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101026 Time series analysis
  • 502025 Econometrics
  • 101018 Statistics
  • 102022 Software development