Creator

• Litterman, Robert B.

Series

• Working paper (Federal Reserve Bank of Minneapolis. Research Department)

Issue number

• 287

Date created

• 1985-09

Subject (JEL)

• C53 - Forecasting Models; Simulation Methods

Keyword

• BVAR
• Bayesian vector autoregression
• Bayesian VAR
• Forecast
• Statistics

Related information

• Published in Journal of Business & Economic Statistics, (vol. 4, iss. 1, 1986, pp. 1-4), https://doi.org/10.1080/07350015.1986.10509485.

Date modified

• 05/08/2020

Corporate Author

• Federal Reserve Bank of Minneapolis. Research Department

Publisher

• Federal Reserve Bank of Minneapolis

Resource type

• Research Paper

DOI

•  https://doi.org/10.21034/wp.287

License

• Creative Commons BY-NC Attribution-NonCommercial 4.0 International

In Collection:

• Working Papers

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