Large stochastic volatility in mean VARs (Q6175547): Difference between revisions

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-.1016/j.jeconom.2023.05.006
@@ Property / DOI: 10.1016/j.jeconom.2023.05.006 / rank @@
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+The Impact of Uncertainty Shocks
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+Normal rank
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+Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
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+Asymmetric conjugate priors for large Bayesian VARs
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+Comparing stochastic volatility specifications for large Bayesian VARs
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+Efficient simulation and integrated likelihood estimation in state space models
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+Tailored randomized block MCMC methods with application to DSGE models
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+Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
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+MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Q2934079
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+The HESSIAN method: highly efficient simulation smoothing, in a nutshell
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+Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
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+Likelihood analysis of non-Gaussian measurement time series
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+.1016/J.JECONOM.2023.05.006
@@ Property / DOI: 10.1016/J.JECONOM.2023.05.006 / rank @@
+Normal rank