Large stochastic volatility in mean VARs (Q6175547)
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scientific article; zbMATH DE number 7729866
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| English | Large stochastic volatility in mean VARs |
scientific article; zbMATH DE number 7729866 |
Statements
Large stochastic volatility in mean VARs (English)
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18 August 2023
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Bayesian VARs
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macroeconomic forecasting
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stochastic volatility in mean
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state space models
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uncertainty
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