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DP8894 Common Drifting Volatility in Large Bayesian VARs 智库出版物
2012
作者:  Massimiliano Marcellino;  Andrea Carriero;  Todd Clark
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian vars  Forecasting  Prior specification  stochastic volatility  
DP8273 Bayesian VARs: Specification Choices and Forecast Accuracy 智库出版物
2011
作者:  Massimiliano Marcellino;  Andrea Carriero;  Todd Clark
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian vars  Forecasting  Marginal likelihood  Prior specification