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Forecasting With Bayesian Vector Autoregressions Five Years of Experience

Working Paper 274 | Published July 1, 1985

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Author

Robert B. Litterman

Forecasting With Bayesian Vector Autoregressions Five Years of Experience
Published in: _Economic Forecasting_, Terence Mills, Ed., (Vol. 1, 1999, pp. 354-385).
Published in: _Journal of Business and Economic Statistics_ (Vol. 4, No. 1, January 1986, pp. 25-38), https://doi.org/10.2307/1391384 .