Large time-varying parameter VARs (Q2453080)

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Large time-varying parameter VARs
scientific article

    Statements

    title
    Large time-varying parameter VARs (English)
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    author
    Gary Koop
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    Dimitris Korobilis
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    publication date
    6 June 2014
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M20
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    62F15
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    62P05
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    91G70
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    zbMATH DE Number
    6301464
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    OpenAlex ID
    W2043889612
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