Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?

Fuente: arXiv

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Bibliographic Details
Main Authors:	Feldkircher, Martin, Gruber, Luis, Huber, Florian, Kastner, Gregor
Format:	Preprint
Published:	2017
Subjects:	Methodology Econometrics Applications Computation
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1711.00564