Addressing COVID-19 outliers in BVARs with stochastic volatility

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Bibliographic Details

Authors and Corporations:	Carriero, Andrea (Author), Clark, Todd E. (Author), Marcellino, Massimiliano (Author), Mertens, Elmar (Author)
Other Authors:	Clark, Todd E. 1963- [Author] • Marcellino, Massimiliano 1970- [Author] • Mertens, Elmar [Author]
Type of Resource:	E-Book
Language:	English
published:	Frankfurt am Main Deutsche Bundesbank [2022]
Series:	Deutsche Bundesbank: Discussion paper ; no 2022, 13
Subjects:	Bayesian VARs stochastic volatility outliers pandemics forecasts Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISBN:	9783957298812