Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Year of publication: |
2022
|
---|---|
Authors: | Bognanni, Mark |
Other Persons: | Carriero, Andrea (contributor) ; Clark, Todd E. (contributor) ; Marcellino, Massimiliano (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 2, p. 498-505
|
Subject: | Markov chain Monte Carlo | Vector autoregressions | Stochastic volatility | Theorie | Theory | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation |
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