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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| 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 (Former researcher)
- Kastner, Gregor (Details)
- External
- Feldkircher, Martin (OeNB, Austria)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)