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Large stochastic volatility in mean VARs - MaRDI portal

Large stochastic volatility in mean VARs (Q6175547)

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scientific article; zbMATH DE number 7729866
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English
Large stochastic volatility in mean VARs
scientific article; zbMATH DE number 7729866

    Statements

    title
    Large stochastic volatility in mean VARs (English)
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    author
    Q6149864
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    Chenghan Hou
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    Gary Koop
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    Aubrey Poon
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    publication date
    18 August 2023
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    zbMATH Keywords
    Bayesian VARs
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    macroeconomic forecasting
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    stochastic volatility in mean
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    state space models
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    uncertainty
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    Identifiers

    zbMATH DE Number
    7729866
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    OpenAlex ID
    W4381059809
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