A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction-Reference-Cited by-同舟云学术

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A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction

Published:2021-07-28 Issue:1 Volume:41 Page:181-200
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Berninger Christoph¹,Stöcker Almond²,Rügamer David¹

Affiliation:

1. Department of Statistics Ludwig Maximilian University of Munich Munich Germany

2. School of Business and Economics Humboldt University of Berlin Berlin Germany

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2802

Reference40 articles.

1. Estimating the transition between two intersecting straight lines

2. A re‐evaluation of empirical tests of the fisher hypothesis;Baum C. F.;Working Papers in Economics,2000

3. New Keynesian Macroeconomics and the Term Structure

4. Forecasting the US Term Structure of Interest Rates Using Nonparametric Functional Data Analysis

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