Bayesian VARs and prior calibration in times of COVID-19

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Bibliographic Details

Authors and Corporations:	Hartwig, Benny (Author)
Type of Resource:	E-Book
Language:	English
published:	Frankfurt am Main Deutsche Bundesbank [2022]
Series:	Deutsche Bundesbank: Discussion paper ; no 2022, 52
Subjects:	forecasting multivariate t errors common time-varying volatility outlier-robust prior calibration Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISBN:	9783957299314