scholarly journals Regime-Switching Global Vector Autoregressive Models

2013 ◽  
Author(s):  
Michael Binder ◽  
Marco Gross
Keyword(s):  
Regime Switching ◽  
Autoregressive Models ◽  
Vector Autoregressive Models ◽  
Vector Autoregressive ◽  
Global Vector

scholarly journals Forecasting with Global Vector Autoregressive Models: a Bayesian Approach

2016 ◽  
Vol 31 (7) ◽  
pp. 1371-1391 ◽  
Author(s):  
Jesús Crespo Cuaresma ◽  
Martin Feldkircher ◽  
Florian Huber
Keyword(s):  
Bayesian Approach ◽  
Autoregressive Models ◽  
Vector Autoregressive Models ◽  
Vector Autoregressive ◽  
Global Vector
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