Measuring Dynamic Connectedness with Large Bayesian VAR Models
Year of publication: |
2018
|
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Authors: | Korobilis, Dimitris |
Other Persons: | Yılmaz, Kamil (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 10, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3099725 [DOI] |
Classification: | C32 - Time-Series Models ; G17 - Financial Forecasting ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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