Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
[Forecasting Economic Development of Ukraine based on BVAR models with different priors]
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More about this item
Keywords
Bayesian Vector Autoregressive model (BVAR); Gibbs sampler; MCMC; Natural Conjunction priors; informative priors; non-informative priors;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
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