models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature … by evaluating a mixed-frequency time-varying parameter VAR with stochastic volatility (MF-TVP-SV-VAR). Overall, the MFTVP …- SV-VAR delivers accurate now- and forecasts and, on average, outperforms its competitors. We assess the models’ accuracy …

Long-run restrictions have been used extensively for identifying structural shocks in vector autoregressive (VAR … for checking long-run identifying restrictions in structural VAR analysis is illustrated by reconsidering models for …