Bayes an macroeconomic forecasting methods based on VAR models

被引：0
|
作者：
Zhu, HM [1 ]
Xu, DL [1 ]
Zeng, ZF [1 ]
机构：
[1] Hunan Univ, Dept Stat, Changsha 410079, Peoples R China
来源：
PROCEEDINGS OF THE 2004 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS 1 AND 2 | 2004年
关键词：
Bayesian method; statistical inference; VAR models; Minnesota prior; U statistic;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
To forecast macroeconomic variables with time series more accurately, Bayesian multivariate vector autoregression forecasting models is presented. The purpose is to simplify the model selection process by offering a systematic Bayesian vector autoregression forecasting model selection procedure that is readily implemented using a popular software package. A practical five-step procedure is presented and then illustrated using a economic forecasting application.
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页码：1698 / 1702
页数：5
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