Conditional Forecasts in Large Bayesian VARs with Multiple Soft and Hard Constraints

Journal article

Conditional Forecasts in Large Bayesian VARs with Multiple Soft and Hard Constraints

Joshua CC Chan, Davide Pettenuzzo, Aubrey Poon and Dan Zhu

SSRN Electronic Journal

2023

DOI: https://doi.org/10.2139/ssrn.4358152

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Title: Conditional Forecasts in Large Bayesian VARs with Multiple Soft and Hard Constraints
Creators: Joshua CC Chan - Purdue University System
Davide Pettenuzzo - Brandeis University
Aubrey Poon - Örebro University
Dan Zhu - Monash University
Publication Details: SSRN Electronic Journal
Identifiers: 9924234449201921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Journal article