Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty-Reference-Cited by-同舟云学术

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Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty

Published:2024-03-29 Issue: Volume: Page:1-17
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Hauzenberger Niko¹²^ORCID,Huber Florian²^ORCID,Marcellino Massimiliano³,Petz Nico²

Affiliation:

1. University of Strathclyde, Glasgow, UK

2. University of Salzburg, Salzburg, Austria

3. Bocconi University, IGIER, CEPR, Baffi-Carefin and BIDSA, Milan, Italy

Funder

Austrian Science Fund

Oesterreichische Nationalbank

OeNB

Italian Ministero Università e Ricerca

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2024.2322089

Reference62 articles.

1. Have Standard VARS Remained Stable Since the Crisis?

2. Financial regimes and uncertainty shocks

3. Measuring the Output Responses to Fiscal Policy

4. Large Bayesian vector auto regressions

5. Understanding the Size of the Government Spending Multiplier: It’s in the Sign

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bayesian neural networks for macroeconomic analysis;Journal of Econometrics;2024-09

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