Stochastic Model Specification Search for Time-Varying Parameter VARs (Q5864516)

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scientific article; zbMATH DE number 7537965
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Stochastic Model Specification Search for Time-Varying Parameter VARs
scientific article; zbMATH DE number 7537965

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    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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