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~isPartOf:"Journal of econometrics"
~person:"Carriero, Andrea"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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Carriero, Andrea
Tauchen, George Eugene
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Li, Jia
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Journal of econometrics
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Comment on "Large Bayesian vector autoregressions with
stochastic
volatility
and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
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