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@article{ Österholm2008,
 title = {A structural Bayesian VAR for model-based fan charts},
 author = {Österholm, Pär},
 journal = {Applied Economics},
 number = {12},
 pages = {1557-1569},
 volume = {40},
 year = {2008},
 doi = {https://doi.org/10.1080/00036840600843947},
 urn = {https://nbn-resolving.org/urn:nbn:de:0168-ssoar-240141},
 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.},
 keywords = {Inflation; inflation}}