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Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko
;
Böck, Maximilian
;
Pfarrhofer, Michael
-
2018
In this paper we estimate a Bayesian vector autoregressive model with factor
stochastic
volatility
in the error term to …
Persistent link: https://www.econbiz.de/10011978764
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