Large Hybrid Time-Varying Parameter VARs (Q6190698)
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scientific article; zbMATH DE number 7813782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large Hybrid Time-Varying Parameter VARs |
scientific article; zbMATH DE number 7813782 |
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Large Hybrid Time-Varying Parameter VARs (English)
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6 March 2024
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Bayesian model averaging
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large vector autoregression
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macroeconomic forecasting
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stochastic volatility
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time-varying parameter
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