Computationally efficient inference in large Bayesian mixed frequency VARs (Q777662)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally efficient inference in large Bayesian mixed frequency VARs |
scientific article |
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Computationally efficient inference in large Bayesian mixed frequency VARs (English)
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7 July 2020
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mixed frequency
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variational inference
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vector autoregression
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stochastic volatility
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hierarchical prior
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forecasting
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