@data{jae.2022327.0716203037, author = {Huber, Florian and Pfarrhofer, Michael}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {dynamic-shrinkage-in-timevarying-parameter-stochastic-volatility-in-mean-models}, year = {2021}, version = {1}, url = {https://journaldata.zbw.eu/dataset/dynamic-shrinkage-in-timevarying-parameter-stochastic-volatility-in-mean-models}, doi = "10.15456/jae.2022327.0716203037" }