Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

M. Banbura, A.C. van Vlodrop

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages54
Volume18-025/IV
Publication statusPublished - 2018

Publication series

NameTI Discussion Paper Series
PublisherTinbergen Institute
No.025/IV
Volume18

Cite this

Banbura, M., & van Vlodrop, A. C. (2018). Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. (TI Discussion Paper Series; Vol. 18, No. 025/IV). Amsterdam: Tinbergen Institute.
Banbura, M. ; van Vlodrop, A.C. / Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; 025/IV).
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year = "2018",
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volume = "18-025/IV",
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Banbura, M & van Vlodrop, AC 2018 'Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean' TI Discussion Paper Series, no. 025/IV, vol. 18, Tinbergen Institute, Amsterdam.

Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. / Banbura, M.; van Vlodrop, A.C.

Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; Vol. 18, No. 025/IV).

Research output: Working paperAcademic

TY - UNPB

T1 - Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

AU - Banbura, M.

AU - van Vlodrop, A.C.

PY - 2018

Y1 - 2018

M3 - Working paper

VL - 18-025/IV

T3 - TI Discussion Paper Series

BT - Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

PB - Tinbergen Institute

CY - Amsterdam

ER -

Banbura M, van Vlodrop AC. Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. Amsterdam: Tinbergen Institute. 2018. (TI Discussion Paper Series; 025/IV).