Bayesian multivariate time series models for forecasting European macroeconomic series

Research on and debate about 'wise use' of explicitly Bayesian forecasting procedures has been widespread and often heated. This situation has come about partly in response to the dissatisfaction with the poor forecasting performance of conventional methods and partly in view of the develo...

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Bibliographic Details
Main Author: Qiang, Fu
Other Authors: Tremayne, Andrew R.
Published: University of Hull 2000
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.411647