Forecasting large datasets with Bayesian reduced rank multivariate models (JAE 2011)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Andrea Carriero, George Kapetanios, Massimiliano Marcellino Forecasting large datasets with Bayesian reduced rank multivariate models JAE 2011 5 735–761 C11, C13, C33, C53 Bayesian VARs, Factor models, Forecasting, Reduced rank

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online Vector autoregression (VAR), Time series - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1002/jae.1150 IDEAS: a/wly/japmet/v26y2011i5p735-761.html EconPapers: RePEc:wly:japmet:v:26:y:2011:i:5:p:735-761


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