Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

M. Banbura, A.C. van Vlodrop

Research output: Working paper / Preprint › Working paper › Academic

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@techreport{5e6e5d5aab064bd283851197e771d76d,

title = "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean",

author = "M. Banbura and {van Vlodrop}, A.C.",

year = "2018",

language = "English",

volume = "18-025/IV",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

number = "025/IV",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}