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...
|Place of publication:||
University Library of Munich, Germany
|Data of publication:||2009/09/27|
|Online Access:||available in Bonn?|
Database information Databases - DBIS