Estimating multicountry VAR models

DOI10.1111/J.1468-2354.2009.00554.XMaRDI QIDQ6863481zbMATH OpenFDO

Authors Fabio Canova, Matteo Ciccarelli

Publication date 4 February 2026

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1468-2354.2009.00554.X

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(2)

• Bayesian group-shrinkage based estimation for panel vector autoregressive models with mixed frequency data
• A new class of moment-constrained mean square error representative samples for continuous distributions

This page was built for publication: Estimating multicountry VAR models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6863481)