• Graduate program
  • Research
  • News
  • Events
    • Summer School
      • Climate Change
      • Gender in Society
      • Inequalities in Health and Healthcare
      • Business Data Science Summer School Program
      • Receive updates
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
    • Climate Change
    • Gender in Society
    • Inequalities in Health and Healthcare
    • Business Data Science Summer School Program
    • Receive updates
  • Alumni
  • Magazine

18-025/IV - Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean


  • Authors
    Marta Banbura, European Central Bank, Germany; Andries van Vlodrop, VU Amsterdam, the Netherlands
  • Publication date
    March 21, 2018
  • Keywords
    Consensus forecasts, forecast evaluation, large cross-sections, state space models.
  • JEL
    C11, C32, C53, C55, E37.