Common drifting volatility in large Bayesian VARs :: Andrea Carriero :: Centre for Economic Policy Research 2012 :: OBNB, the Open British National Bibliography

Publication Data

Title Common drifting volatility in large Bayesian VARs
Author Andrea Carriero
Contributors Todd E. Clark, Massimiliano Marcellino, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2012
Publication location London
Language English

Descriptive Notes

"March 2012."
"International macroeconomics"--Cover.

Topics

Autoregression (Statistics)
Bayesian statistical decision theory
Economics :: Statistical methods

Catalogue Data

OBNB ID GBB327893
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.536

ISBD

P1053 66 p.
P1042 Includes bibliographical references.

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Common drifting volatility in large Bayesian VARs by Andrea Carriero. Published by Centre for Economic Policy Research in 2012. Publication and catalogue information, links to buy online and reader comments.