Aggregate density forecasting from disaggregate components using Bayesian VARs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-019-01720-6.pdf
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4. Bache I, Mitchell J, Ravazzolo F, Vahey S (2010) Macro-modelling with many models. In: Cobham D, Eitrheim Ø, Gerlach S, Qvigstad J (eds) Twenty Years of Inflation Targeting: Lessons Learned and Future Prospects. Cambridge University Press, Cambridge, pp 398–418
5. Banbura M, Giannone D, Reichlin L (2010) Large Bayesian vector auto regressions. J Appl Econom 25(1):71–92
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