Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (Q2323371)

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Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
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    Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (English)
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    2 September 2019
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    big data
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    forecasting
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    structural VAR
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