Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
Author:
Affiliation:
1. Economics Discipline GroupUniversity of Technology Sydney NSW Broadway Australia
2. School of EconomicsUniversity of Queensland Brisbane Queensland Australia
Funder
Australian Research Council via a Discovery Early Career Researcher Award
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2617
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