Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (Q3089151)

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Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
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    Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (English)
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    24 August 2011
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    Bayesian methods
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    steady-state prior
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