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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
The Impact of the U.S. and Mexican Monetary Policy on Mexican GDP and Prices
 Rodríguez Hernández, Lorenzo ; Horváth, Roman (advisor) ; Janský, Petr (referee)
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Konstrukce vícekrokových predikcí v normálním BVAR(p) modelu za použití Monte Carlo vzorkování
 Šindelář, Jan
In Bayesian normal vector AR model (BVAR) of data evolution in a discrete time we are trying to predict the distribution of data up to horizon h. Since the analytical solution of such a prediction is difficult due to the high dimensionality of the problem, we are forced to search for approximative solutions. We propose a solution using Monte Carlo sampling from parameter distribution and later reconstruction of the predictive distribution of data.
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