Forecasting with Bayesian vector autoregressions five years of experience

Robert Litterman

No 274, Working Papers from Federal Reserve Bank of Minneapolis

Date: 1985
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Citations: View citations in EconPapers (154)

Published in Economic forecasting (Vol. 1, 1999, pp. 354-85) ; Journal of Business and Economic Statistics (Vol. 4, No. 1, January 1986, pp. 25-38)

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Related works:
Journal Article: Forecasting with Bayesian Vector Autoregressions-Five Years of Experience (1986)
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