Forecasting with Global Vector Autoregressive Models: a Bayesian Approach

B-Tier

Journal: Journal of Applied Econometrics

Year: 2016

Volume: 31

Issue: 7

Pages: 1371-1391

Authors (3)

Jesús Crespo Cuaresma (not in RePEc) Martin Feldkircher (Diplomatische Akademie Wien) Florian Huber (Paris-Lodron Universität Salzb...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count