Large vector autoregressions with stochastic volatility and flexible priors

Andrea Carriero, Todd E. Clark, and Massimiliano Marcellino

Year of publication:	June 2016
Authors:	Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano
Publisher:	[Cleveland, OH] : Federal Reserve Bank of Cleveland
Subject:	Big data \| forecasting \| structural VAR \| VAR-Modell \| VAR model \| Prognoseverfahren \| Forecasting model \| Volatilität \| Volatility \| Big Data \| Schätzung \| Estimation \| Bayes-Statistik \| Bayesian inference \| Schätztheorie \| Estimation theory

freely available

Full text |

More access options

www.clevelandfed.org

doi.org

www.clevelandfed.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011549652

A service of the