Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
type: Item
instance of: scholarly article
title: Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
author: Joshua C. C. Chan
author: Xuewen Yu
publication date: 2022-11-17T00:00:00Z
full work available at URL: https://arxiv.org/abs/2206.08438
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7619222
zbMATH Keywords: large vector autoregression
zbMATH Keywords: stochastic volatility
zbMATH Keywords: variational Bayes
zbMATH Keywords: volatility network
zbMATH Keywords: connectedness
describes a project that uses: bvarsv
MaRDI profile type: Publication
OpenAlex ID: W4289443855
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DOI: 10.1016/J.JEDC.2022.104505
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7619222