Large order-invariant Bayesian VARs with stochastic volatility

Joshua C. C. Chan, Gary Koop, Xuewen Yu

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)
2 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Large order-invariant Bayesian VARs with stochastic volatility'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance