A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies

DOI10.1214/22-aoas1681arXiv1804.01554OpenAlexW4367598645MaRDI QIDQ6104139

Florian Huber, Michael Pfarrhofer, Tamás Krisztin

Publication date: 5 June 2023

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.01554

zbMATH Keywords

hierarchical modelingcommodity marketsfood securityclimate change impactsfactor stochastic volatility models

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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