Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
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Volume
212
Pagination
137 - 154
DOI
10.1016/j.jeconom.2019.04.024
Journal
JOURNAL OF ECONOMETRICS
Issue
ISSN
0304-4076
Metadata
Show full item recordAuthors
Carriero, A; Clark, TE; Marcellino, MCollections
- Economics and Finance [360]