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.