Large mixed-frequency VARs with a parsimonious time-varying parameter structure (Q5083285)
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scientific article; zbMATH DE number 7546409
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| English | Large mixed-frequency VARs with a parsimonious time-varying parameter structure |
scientific article; zbMATH DE number 7546409 |
Statements
Large mixed-frequency VARs with a parsimonious time-varying parameter structure (English)
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22 June 2022
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Bayesian methods
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time-varying intercepts
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common stochastic volatility
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forecasting
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real-time data
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COVID-19 case study
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