Marta Banbura ;
Domenico Giannone ;
From the dataset abstract
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 (2008) and...
Source: Large Bayesian vector auto regressions (replication data)
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|Last updated||November 15, 2022|
|Created||November 15, 2022|