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Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”

  • Published:2021-11 Issue: Volume: Page:
  • ISSN:0304-4076
  • Container-title:Journal of Econometrics
  • language:en
  • Short-container-title:Journal of Econometrics

Author:

Bognanni Mark

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference5 articles.

1. Sequential Bayesian inference for vector autoregressions with stochastic volatility;Bognanni;J. Econom. Dynam. Control,2020

2. Large vector autoregressions with stochastic volatility and flexible priors;Carriero,2016

3. Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors;Carriero;J. Econometrics,2019

4. Contemporary Bayesian Econometrics and Statistics;Geweke,2005

5. Aspects of Multivariate Statistical Theory;Muirhead,1982

Cited by 8 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. Variational Inference for Large Bayesian Vector Autoregressions;Journal of Business & Economic Statistics;2023-12-05

2. Comparing stochastic volatility specifications for large Bayesian VARs;Journal of Econometrics;2022-12

3. Corrigendum: Measuring Uncertainty and Its Impact on the Economy;The Review of Economics and Statistics;2022-05

4. Corrigendum to: Assessing International Commonality in Macroeconomic Uncertainty and Its Effects;Working paper (Federal Reserve Bank of Cleveland);2022-01-04

5. Corrigendum to: Measuring Uncertainty and its Impact on the Economy;Working paper (Federal Reserve Bank of Cleveland);2022-01-03
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