Large Hybrid Time-Varying Parameter VARs
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Publication:6190698
DOI10.1080/07350015.2022.2080683arXiv2201.07303OpenAlexW3194309897MaRDI QIDQ6190698
Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.07303
stochastic volatilityBayesian model averagingmacroeconomic forecastingtime-varying parameterlarge vector autoregression
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