Asymmetric conjugate priors for large Bayesian VARs
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Publication:6088779
DOI10.3982/qe1381arXiv2111.07170OpenAlexW3084136375MaRDI QIDQ6088779
Publication date: 16 November 2023
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.07170
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Asymmetric conjugate priors for large Bayesian VARs ⋮ Large stochastic volatility in mean VARs ⋮ A new posterior sampler for Bayesian structural vector autoregressive models
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