Large mixed-frequency VARs with a parsimonious time-varying parameter structure

Thomas B. Götz and Klemens Hauzenberger

Year of publication:	2021
Authors:	Götz, Thomas B. ; Hauzenberger, Klemens
Subject:	Bayesian methods \| time-varying intercepts \| common stochastic volatility \| forecast-ing \| real-time data \| COVID-19 case study \| Bayes-Statistik \| Bayesian inference \| VAR-Modell \| VAR model \| Prognoseverfahren \| Forecasting model \| Coronavirus \| Schätzung \| Estimation \| Volatilität \| Volatility \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Zustandsraummodell \| State space model \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

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