Fast and accurate variational inference for large Bayesian VARs with stochastic volatility

Saved in:

Bibliographic Details

Authors and Corporations:	Chan, Joshua (Author), Yu, Xuewen (Author)
Other Authors:	Yu, Xuewen [Author]
Type of Resource:	E-Book
Language:	English
published:	Canberra Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis November 2020
Series:	Australian National University: CAMA working paper series ; 2020, 108 (December 2020)
Subjects:	large vector autoregression stochastic volatility Variational Bayes,volatility network connectedness Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen