Using VARs and TVP-VARs with Many Macroeconomic Variables
Year of publication: |
2012
|
---|---|
Authors: | Koop, Gary |
Published in: |
Central European Journal of Economic Modelling and Econometrics. - CEJEME. - Vol. 4.2012, 3, p. 143-167
|
Publisher: |
CEJEME |
Subject: | Bayesian VAR | forecasting | time-varying coefficients | state-space model |
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