Addressing Covid-19 outliers in bvars with stochastic volatility
Year of publication: |
25 March 2021
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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 | Coronavirus | Volatilität | Volatility | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Epidemie | Epidemic | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (circa 130 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, 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 |
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