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Scalability of bayesianVARs5 months ago
Factor specification | Factor specifcation in huge dimensions | Cholesky specification | Empirical demonstration | References
Shrinkage Priors for Bayesian Vectorautoregressions featuring Stochastic Volatility Using the R Package bayesianVARs5 months ago
References
Compute Impulse Response Functions to Structural Shocks using bayesianVARs6 months ago
Introduction | Usage examples | Optimism shocks | A Monetary SVAR | Joint credible regions