Essays about: "Bayesian VAR model and economic growth"

Found 1 essay containing the words Bayesian VAR model and economic growth.

  1. 1. Out of Sample Forecast of Swedish GDP Growth by the Economic Sentiment Indicator in the Euro Area : A Bayesian Approach

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Erik Spånberg; [2015]
    Keywords : ;

    Abstract : In this paper, the predictive capabilities of the Economic Sentiment Indicator (ESI), based on business and consumer surveys in the Euro area, are evaluated by out-of-sample forecasts of Swedish GDP growth. A steady state Bayesian VAR-model is applied to quarterly data from 1996 to 2014. READ MORE