Large time-varying parameter VARs (Q2453080): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large time-varying parameter VARs |
scientific article |
Statements
Large time-varying parameter VARs (English)
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6 June 2014
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Bayesian VAR
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forecasting
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time-varying coefficients
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state-space model
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