Stochastic Model Specification Search for Time-Varying Parameter VARs (Q5864516)
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scientific article; zbMATH DE number 7537965
Language | Label | Description | Also known as |
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English | Stochastic Model Specification Search for Time-Varying Parameter VARs |
scientific article; zbMATH DE number 7537965 |
Statements
Stochastic Model Specification Search for Time-Varying Parameter VARs (English)
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7 June 2022
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Bayesian Lasso
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fiscal policy
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shrinkage
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