Forecasting and Conditional Projection Using Realistic Prior Distributions
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This paper develops a forecasting procedure based on a Bayesian method for estimating vector autoregressions. The procedure is applied to ten macroeconomic variables and is shown to improve out-of-sample forecasts relative to univariate equations. Although cross-variables responses are damped by the
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美国国家经济研究局创建时间：
1983-09-01
