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WIFO Working Papers
28.10.2025
Coarsened Bayesian VARs
Correcting BVARs for Incorrect Specification
  • Florian Huber (University of Salzburg)
  • Massimiliano Marcellino (Bocconi University)
  • Tobias Scheckel (WIFO)
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Finalization: October 2025
Specialist publication: WIFO Working Papers
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)
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Finalization: November 2024
Specialist publication: WIFO Working Papers
JEL-Codes: C11, C15, C30, C32