{"_buckets": {"deposit": "f04dd83a-8d0c-448e-9653-ee011453fb26"}, "_deposit": {"id": "2012124", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "2012124"}, "status": "published"}, "_oai": {"id": "oai:u-ryukyu.repo.nii.ac.jp:02012124", "sets": ["1642838403123", "1642838404033"]}, "author_link": [], "item_1617186331708": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "Forecasting with Vector Autoregressions by Bayesian Model Averaging", "subitem_1551255648112": "en"}]}, "item_1617186419668": {"attribute_name": "Creator", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Sugita, Katsuhiro", "creatorNameLang": "en"}]}]}, "item_1617186476635": {"attribute_name": "Access Rights", "attribute_value_mlt": [{"subitem_1522299639480": "open access", "subitem_1600958577026": "http://purl.org/coar/access_right/c_abf2"}]}, "item_1617186626617": {"attribute_name": "Description", "attribute_value_mlt": [{"subitem_description": "This paper examines how vector autoregression model by Bayesian model averaging method can improve forecasting performance. Bayesian model averaging selects significant variables in vector autoregression model that contains many insignificant variables, and thus alleviates over-parameterization problem. For empirical application, macroeconomic data for three countries - US, UK and Japan - are examined. I find that the Bayesian model averaging method can improve forecasting performance.", "subitem_description_type": "Other"}, {"subitem_description": "\u30d7\u30ec\u30d7\u30ea\u30f3\u30c8", "subitem_description_type": "Other"}]}, "item_1617186643794": {"attribute_name": "Publisher", "attribute_value_mlt": [{"subitem_1522300295150": "ja", "subitem_1522300316516": "\u7409\u7403\u5927\u5b66\u56fd\u969b\u5730\u57df\u5275\u9020\u5b66\u90e8\u7d4c\u6e08\u5b66\u30d7\u30ed\u30b0\u30e9\u30e0"}, {"subitem_1522300295150": "en", "subitem_1522300316516": "Economics Program, Faculty of Global and Regional Studies, University of the Ryukyus"}]}, "item_1617186702042": {"attribute_name": "Language", "attribute_value_mlt": [{"subitem_1551255818386": "eng"}]}, "item_1617186783814": {"attribute_name": "Identifier", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/20.500.12000/44627"}]}, "item_1617186941041": {"attribute_name": "Source Title", "attribute_value_mlt": [{"subitem_1522650068558": "ja", "subitem_1522650091861": "\u7409\u7403\u5927\u5b66\u7d4c\u6e08\u5b66\u30ef\u30fc\u30ad\u30f3\u30b0\u30da\u30fc\u30d1\u30fc\u30b7\u30ea\u30fc\u30ba"}, {"subitem_1522650068558": "en", "subitem_1522650091861": "Ryukyu Economics Working Paper Series"}]}, "item_1617187056579": {"attribute_name": "Bibliographic Information", "attribute_value_mlt": [{"bibliographicIssueNumber": "REWP#03", "bibliographicPageEnd": "13", "bibliographicPageStart": "1"}]}, "item_1617258105262": {"attribute_name": "Resource Type", "attribute_value_mlt": [{"resourcetype": "other", "resourceuri": "http://purl.org/coar/resource_type/c_1843"}]}, "item_1617265215918": {"attribute_name": "Version Type", "attribute_value_mlt": [{"subitem_1522305645492": "AO", "subitem_1600292170262": "http://purl.org/coar/version/c_b1a7d7d4d402bcce"}]}, "item_1617605131499": {"attribute_name": "File", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "download_preview_message": "", "file_order": 0, "filename": "WP2019-06_REWP03.pdf", "future_date_message": "", "is_thumbnail": false, "mimetype": "", "size": 0, "url": {"objectType": "fulltext", "url": "https://u-ryukyu.repo.nii.ac.jp/record/2012124/files/WP2019-06_REWP03.pdf"}, "version_id": "7c104127-a116-43c8-a501-6c164b009242"}]}, "item_title": "Forecasting with Vector Autoregressions by Bayesian Model Averaging", "item_type_id": "15", "owner": "1", "path": ["1642838403123", "1642838404033"], "permalink_uri": "http://hdl.handle.net/20.500.12000/44627", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2019-06-25"}, "publish_date": "2019-06-25", "publish_status": "0", "recid": "2012124", "relation": {}, "relation_version_is_last": true, "title": ["Forecasting with Vector Autoregressions by Bayesian Model Averaging"], "weko_shared_id": -1}