Large time-varying parameter VARs (Q2453080): Difference between revisions

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Latest revision as of 13:50, 8 July 2024

scientific article
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Large time-varying parameter VARs
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    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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