Conditional Forecasts in Dynamic Multivariate Models, Working Paper 98-22

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Federal Reserve Bank of Atlanta. "Conditional Forecasts in Dynamic Multivariate Models, Working Paper 98-22" in Working Papers (Federal Reserve Bank of Atlanta) (December 1998). https://fraser.stlouisfed.org/title/8586/item/656664, accessed on May 21, 2024.

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Keywords: conditional forecasts, hard and soft conditions, Bayesian methods, probability distribution, error bands, likelihood

Published in Review of Economics and Statistics, September 1999

  • jel: C32, E17, C53