首页    期刊浏览 2024年11月25日 星期一
登录注册

文章基本信息

  • 标题:CONDITIONAL FORECASTING FOR THE U.S. DAIRY PRICE COMPLEX WITH A BAYESIAN VECTOR AUTOREGRESSIVE MODEL
  • 本地全文:下载
  • 作者:Thraen, Cameron S. ; Thompson, Stanley R. ; Gohout, Wolfgang
  • 期刊名称:Journal of Food Distribution Research
  • 印刷版ISSN:0047-245X
  • 出版年度:2002
  • 期号:SUPPL
  • 出版社:Food Distribution Research Society
  • 摘要: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.
国家哲学社会科学文献中心版权所有