Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
| Year of publication: |
2019
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|---|---|
| Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 1, p. 137-154
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| Subject: | Big data | Forecasting | Structural VAR | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Big Data |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 227, Issue 2, April 2022, Seite 506-512 |
| Other identifiers: | 10.1016/j.jeconom.2019.04.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303905