Identifying high-frequency shocks with Bayesian mixed-frequency VARs

Alessia Paccagnini, Fabio Parla

Year of publication:	2021
Authors:	Paccagnini, Alessia ; Parla, Fabio
Publisher:	Vilnius : Lietuvos Bankas
Subject:	Bayesian mixed-frequency VAR \| MIDAS \| Monte Carlo \| uncertainty shocks \| macro-financial linkages \| Schock \| Shock \| VAR-Modell \| VAR model \| Bayes-Statistik \| Bayesian inference \| Prognoseverfahren \| Forecasting model \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Theorie \| Theory \| Schätzung \| Estimation \| Risiko \| Risk \| Risikomaß \| Risk measure

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