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WIFO Working Papers
06.12.2024
Bayesian Modelling of VAR Precision Matrices Using Stochastic Block Networks
  • Florian Huber (Universität Salzburg)
  • Gary Koop (University of Strathclyde)
  • Massimiliano Marcellino (Università Bocconi)
  • Tobias Scheckel (WIFO)
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Fertigstellung: November 2024
Fachpublikation: WIFO Working Papers
JEL-Code: C11, C15, C30, C32