PropertyValue
?:about
?:abstract
  • Inflation forecast uncertainty is of importance for a wide range of agents in the economy, central banks in particular. Ways to describe and account for this uncertainty in a consistent manner have received increasing attention of late, in part due to the growing number of inflation-targeting central banks. This paper develops a large structural VAR for the Swedish economy and estimates it in a Bayesian framework. The methodology permits not only structural interpretation and analysis but offers a natural way to formalise forecast uncertainty, as the posterior predictive density from the model has the interpretation of a fan chart. (xsd:string)
?:contributor
?:dateModified
  • 2008 (xsd:gyear)
?:datePublished
  • 2008 (xsd:gyear)
?:doi
  • 10.1080/00036840600843947 ()
?:duplicate
?:hasFulltext
  • true (xsd:boolean)
is ?:hasPart of
?:inLanguage
  • en (xsd:string)
?:isPartOf
?:issueNumber
  • 12 (xsd:string)
?:linksDOI
?:linksURN
is ?:mainEntity of
?:name
  • A structural Bayesian VAR for model-based fan charts (xsd:string)
?:provider
?:publicationType
  • Zeitschriftenartikel (xsd:string)
  • journal_article (en)
?:sourceInfo
  • GESIS-SSOAR (xsd:string)
  • In: Applied Economics, 40, 2008, 12, 1557-1569 (xsd:string)
rdf:type
?:url
?:urn
  • urn:nbn:de:0168-ssoar-240141 ()
?:volumeNumber
  • 40 (xsd:string)