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~isPartOf:"Discussion paper"
~person:"Carriero, Andrea"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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Addressing COVID-19 outliers in BVARs with
stochastic
volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
VARs. To address these issues, we propose VAR models with outlier-augmented
stochastic
volatility
(SV) that combine …
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