Addressing COVID-19 outliers in BVARs with stochastic volatility
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino, Elmar Mertens
| Year of publication: |
2024
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|---|---|
| Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano ; Mertens, Elmar |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 106.2024, 5, p. 1403-1417
|
| Subject: | Coronavirus | Epidemie | Epidemic | Stochastische Volatilität | Stochastic volatility | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | USA | United States | 1959-2021 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1162/rest_a_01213 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015073219