Measuring international uncertainty using global vector autoregressions with drifting parameters
Michael Pfarrhofer
| Year of publication: |
2023
|
|---|---|
| Authors: | Pfarrhofer, Michael |
| Subject: | Bayesian state-space models | factor stochastic volatility in mean | global-local shrinkage prior | multi-country | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Welt | World | Volatilität | Volatility | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100521000663 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014247550