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
Main Author: Koop, Gary
Korobilis, Dimitris
Format: Paper
Language: English
Place of publication: 27.09.2009
Related: University Library of Munich, Germany
Data of publication: 2009/09/27
Series: MPRA Paper
Subjects:
Online Access: available in Bonn?
Database: RePEc
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