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Large Hybrid Time-Varying Parameter VARs - MaRDI portal

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

    Statements

    title
    Large Hybrid Time-Varying Parameter VARs (English)
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    author
    Joshua C. C. Chan
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    publication date
    6 March 2024
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    zbMATH Keywords
    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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    cites work
    Q3574757
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    Identifiers

    arXiv ID
    2201.07303
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    zbMATH DE Number
    7813782
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    OpenAlex ID
    W3194309897
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