Essays in dynamic macroeconometrics

Essays in dynamic macroeconometrics

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The thesis contains four essays covering topics in the field of macroeconomic forecasting.<p><p>The first two chapters consider factor models in the context of real-time forecasting with many indicators. Using a large number of predictors offers an opportunity to exploit a rich informati...

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Bibliographic Details
Main Author: Bañbura, Marta
Other Authors: De Mol, Christine
Format: Doctoral Thesis
Language:en
Published: Universite Libre de Bruxelles 2009
Subjects:
Sciences sociales
Economie
Macroeconomics > Mathematical models
Economic forecasting > Econometric models
Bayesian statistical decision theory
Macroéconomie > Modèles mathématiques
Prévision économique > Modèles économétriques
Statistique bayésienne
Wavelets
Large cross-section
Factor model
EM algorithm
Bayesian VAR
Online Access:http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210294

Internet

http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210294

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