Shrinkage estimators in macroeconomic forecasting: Bayesian VAR

Maroz, Danila (A.A. 2014/2015) Shrinkage estimators in macroeconomic forecasting: Bayesian VAR. Tesi di Laurea in Applied statistics and econometrics, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 35. [Bachelor's Degree Thesis]

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Abstract/Index

Regularization. Macroeconomic forecasting. BVAR in macroeconomic forecasting. Variables of interest. List of variables. Test of predictive ability results. Conditional test results.

References

Bibliografia: pp. 34-35.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, english language (L-33)
Chair: Applied statistics and econometrics
Thesis Supervisor: Ragusa, Giuseppe
Academic Year: 2014/2015
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 09 Dec 2015 14:12
Last Modified: 11 Apr 2017 09:20
URI: https://tesi.luiss.it/id/eprint/15060

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