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Forecasting With Bayesian Vector Autoregressions Five Years of Experience

Working Paper 274 | Revised July 1, 1985

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Author

Robert B. Litterman

Forecasting With Bayesian Vector Autoregressions Five Years of Experience
Published In: Economic forecasting (Vol. 1, 1999, pp. 354-85)
Published In: Journal of Business and Economic Statistics (Vol. 4, No. 1, January 1986, pp. 25-38) https://doi.org/10.2307/1391384

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