Addressing Covid-19 outliers in bvars with stochastic volatility
Massimiliano Marcellino, Todd Clark, Andrea Carriero and Elmar Mertens
| Year of publication: |
25 March 2021
|
|---|---|
| Authors: | Marcellino, Massimiliano ; Clark, Todd E. ; Carriero, Andrea ; Mertens, Elmar |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Bayesian VARs | stochastic volatility | Outliers | Pandemics | Forecasts | Volatilität | Volatility | Coronavirus | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Epidemie | Epidemic |
| Extent: | 1 Online-Ressource (circa 130 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15964 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495968