Data/hora: 11/06/2024 17:42:50

Provedor de dados: | Research in Agricultural & Applied Economics (AgEcon Searh)
País: | United States
Título: | CONDITIONAL FORECASTING FOR THE U.S. DAIRY PRICE COMPLEX WITH A BAYESIAN VECTOR AUTOREGRESSIVE MODEL
Autores: | Thraen,   Cameron S.; Thompson,   Stanley R.; Gohout,   Wolfgang.
Data: | 2002-05-15
Ano: | 2002
Palavras-chave: | Demand and Price Analysis.
Resumo: | A dynamic Bayesian Vector Autoregressive model of the U.S. dairy price complex is estimated based on the Normal-Wishart distribution.  The Gibbs sample technique is use with the Normal-Wishart distribution to provide conditional forecasts on the future time-paths of the model variables.  The conditional forecasts for key prices are examined.  Confidence intervals are calculated for the conditional forecasts.
Tipo: | Conference Paper or Presentation
Idioma: | Inglês

Identificador:

4528

http://purl.umn.edu/19706

Editor: | AgEcon Search

Relação:

American Agricultural Economics Association&gt;2002 Annual meeting, July 28-31, Long Beach, CA

Selected Paper

Formato:

11

application/pdf