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)
  • Kastner, G. (Contributor)

Activity: Talk or presentationScience to science

Period20 Nov 201721 Nov 2017
Event titleNBP Workshop on Forecasting
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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