Forecasting Vector Autoregressions with Bayesian Priors

• 1 February 1986
• journal article
• Published by Wiley in American Journal of Agricultural Economics
• Vol. 68  (1) , 144-151
• https://doi.org/10.2307/1241659

Abstract

Keywords

• HOG
• MARKET
• REPRESENTATIONS
• BAYESIAN
• JUSTIFICATION
• VECTOR AUTOREGRESSION
• WALK
• PRIORS
• NONSYMMETRIC
• AUTOREGRESSIONS