Bayesian VARs and prior calibration in times of COVID-19
Year of publication: |
2022
|
---|---|
Authors: | Hartwig, Benny |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | forecasting | multivariate t errors | common time-varying volatility | outlier-robust prior calibration |
Series: | Deutsche Bundesbank Discussion Paper ; 52/2022 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-931-4 |
Other identifiers: | 1830347187 [GVK] hdl:10419/268252 [Handle] RePEc:zbw:bubdps:522022 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: |
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Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny, (2022)
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