Benefits of using Bayesian estimation for macromodels of Ukraine: the case of application to bivariate var model

Construction of two-dimensional vector autoregression model for quarterly data rate of gross domestic product and consumer prices for Ukraine using Gibbs sampling and Minnesota Prior. Feature accuracy of Bayesian estimation in macroeconomic systems.

Рубрика Иностранные языки и языкознание
Предмет Economy
Вид статья
Язык английский
Прислал(а) incognito
Дата добавления 14.08.2016
Размер файла 116,9 K

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