Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Year of publication: |
November 2020
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Authors: | Chan, Joshua ; Yu, Xuewen |
Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
Subject: | large vector autoregression | stochastic volatility | Variational Bayes,volatility network | connectedness | Volatilität | Volatility | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
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Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2020, 108 (December 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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