Bayesian VARs and prior calibration in times of COVID-19 (Q6645221)
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scientific article; zbMATH DE number 7950934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian VARs and prior calibration in times of COVID-19 |
scientific article; zbMATH DE number 7950934 |
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Bayesian VARs and prior calibration in times of COVID-19 (English)
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28 November 2024
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common time-varying volatility
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forecasting
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multivariate \(t\) errors
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outlier-robust prior calibration
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