Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Issue Ascending
Issue Descending
Go
Formats:
CSV
XLS
Publication Year:
2010
Journals:
Journal of Applied Econometrics
Marta Banbura
;
Domenico Giannone
;
Lucrezia Reichlin
Large Bayesian vector auto regressions (replication data)
This paper shows that vector auto regression (VAR) with Bayesian shrinkage is an appropriate tool for large dynamic models. We build on the results of De Mol and co-workers...
DOI:10.15456/jae.2022319.1307213291
TXT
PDF
CSV
XLS
