Bayesian multivariate time series methods for empirical macroeconomics

Macroeconomic practitioners frequently work with multivariate time series models such as VARs, factor augmented VARs as well as time-varying parameter versions of these models (including variants with multivariate stochastic volatility). These models have a large number of parameters and, thus, over...

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Bibliographic details
Volume: 3
Main Author: Koop, Gary
Korobilis, Dimitris
Format: Journal Article
Language: English
Place of publication: Hanover, Mass Now Publishers c2010.
published in: Foundations and trends in econometrics Vol. 3; no. 4; pp. 267 - 358
Data of publication: c2010.
EISBN: 1601983638
9781601983633
ISSN: 1551-3076
1551-3084
EISSN: 1551-3084
Dewey Decimal Classification: 330.015195
Discipline: Economics
Series: Foundations and trends in econometrics
Subjects:
Online Access: available in Bonn?
Database: CrossRef
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