An effcient exact Bayesian method for state space models with stochastic volatility
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Publication:2699606
DOI10.1515/snde-2018-0098OpenAlexW3123060447MaRDI QIDQ2699606
Publication date: 19 April 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2018-0098
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Uses Software
Cites Work
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- Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
- Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
- Time Varying Structural Vector Autoregressions and Monetary Policy
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