Creator

• Litterman, Robert B.

Series

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

Issue number

• 259

Date created

• 1984-08

Subject (JEL)

• C11 - Bayesian Analysis: General
• C53 - Forecasting Models; Simulation Methods

Keyword

• BVAR
• Bayesian analysis
• Vector autoregression

Alternative title

• Forecasting with Bayesian Vector Autoregressions -- Five Years Experience / Robert B. Litterman.

Date modified

• 05/04/2020

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.259

License

• Creative Commons BY-NC Attribution-NonCommercial 4.0 International

In Collection:

• Working Papers

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