; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "Specifying Vector Autoregressions for Macroeconomic Forecasting"; ; "batchuser@example.com"; "Litterman, Robert B."; "Federal Reserve Bank of Minneapolis"; "This paper describes a Bayesian specification procedure used to generate a vector autoregressive model for forecasting macroeconomic variables. The specification search is over parameters of a prior. This quasi-Bayesian approach is viewed as a flexible tool for constructing a filter which optimally extracts information about the future from a set of macroeconomic data. The procedure is applied to a set of data and a consistent improvement in forecasting performance is documented."^^; "1984-03"; "2019-10-21T16:09:46.393369553+00:00"^^; "https://doi.org/10.21034/sr.92"; ; "https://creativecommons.org/licenses/by-nc/4.0/"; "Thu Nov 7 22:19:38 2019"; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "459"; "Staff report (Federal Reserve Bank of Minneapolis. Research Department)"; "092"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Research Department"; ; "Publication" . ; .