Publications

Filter
Reset
1 publication found
WIFO Working Papers
06.12.2024
Bayesian Modelling of VAR Precision Matrices Using Stochastic Block Networks
  • Florian Huber (University of Salzburg)
  • Gary Koop (University of Strathclyde)
  • Massimiliano Marcellino (Bocconi University)
  • Tobias Scheckel (WIFO)
Download (PDF)
Finalization: November 2024
Specialist publication: WIFO Working Papers
JEL-Codes: C11, C15, C30, C32