%0 Book Section %1 karlsson2013chapter %A Karlsson, Sune %B Handbook of Economic Forecasting %D 2013 %E Elliott, Graham %E Timmermann, Allan %I Elsevier %K Carlo Cointegration Conditional Large Markov Model Monte Stochastic Structural Time-varying VAR chain forecasts parameters selection volatility %N B %P 791--897 %R https://doi.org/10.1016/B978-0-444-62731-5.00015-4 %T Forecasting with Bayesian Vector Autoregression %U https://www.sciencedirect.com/science/article/pii/B9780444627315000154 %V 2 %X This chapter reviews Bayesian methods for inference and forecasting with VAR models. Bayesian inference and, by extension, forecasting depends on numerical methods for simulating from the posterior distribution of the parameters and special attention is given to the implementation of the simulation algorithm. %& 15

@inbook{karlsson2013chapter, abstract = {This chapter reviews Bayesian methods for inference and forecasting with VAR models. Bayesian inference and, by extension, forecasting depends on numerical methods for simulating from the posterior distribution of the parameters and special attention is given to the implementation of the simulation algorithm.}, added-at = {2024-12-10T00:13:49.000+0100}, author = {Karlsson, Sune}, biburl = {https://www.bibsonomy.org/bibtex/23874b2c1246885cf8742f15ff45ed276/gdmcbain}, booktitle = {Handbook of Economic Forecasting}, chapter = 15, doi = {https://doi.org/10.1016/B978-0-444-62731-5.00015-4}, editor = {Elliott, Graham and Timmermann, Allan}, interhash = {4d77d1d945e0a0ff482c84a157741395}, intrahash = {3874b2c1246885cf8742f15ff45ed276}, issn = {15740706}, keywords = {Carlo Cointegration Conditional Large Markov Model Monte Stochastic Structural Time-varying VAR chain forecasts parameters selection volatility}, number = {B}, pages = {791--897}, publisher = {Elsevier}, timestamp = {2024-12-10T00:13:49.000+0100}, title = {Forecasting with Bayesian Vector Autoregression}, url = {https://www.sciencedirect.com/science/article/pii/B9780444627315000154}, volume = 2, year = 2013 }