Skip to main navigation
Skip to search
Skip to main content
University of Strathclyde Home
Help & FAQ
Home
Profiles
Research units
Research output
Projects
Datasets
Equipment
Student theses
Impacts
Prizes
Activities
Search by expertise, name or affiliation
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility
Koop, G.
(Speaker)
Economics
SIRE
Activity
:
Talk or presentation types
›
Invited talk
Description
Invited talk at the Deutsche Bundesbank's Workshop of Forecasting
Period
8 Sept 2017
Held at
Bundesbank
, Germany
Degree of Recognition
International
X