Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
| Year of publication: |
2019
|
|---|---|
| Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 1, p. 137-154
|
| Subject: | Big data | Forecasting | Structural VAR | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Big Data | Theorie | Theory |
| Description of contents: | Description [doi.org] |