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Bayesian compressed vector autoregressions
Pettenuzzo, Davide; Koop, Gary; Korobilis, Dimitris - 2016
Persistent link: https://www.econbiz.de/10011448989
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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - 2016
Persistent link: https://www.econbiz.de/10011450083
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The economic drivers of volatility and uncertainty
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2020
Persistent link: https://www.econbiz.de/10012301117
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018
Persistent link: https://www.econbiz.de/10011960151
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The global component of inflation volatility
Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019
Persistent link: https://www.econbiz.de/10012051863