Essays about: "Bayesian VAR model and economic growth"
Found 1 essay containing the words Bayesian VAR model and economic growth.
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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 institutionenAbstract : 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
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