Publikationen

Filter
Zurücksetzen
2 Publikationen gefunden
WIFO Working Papers
28.10.2025
Coarsened Bayesian VARs
Correcting BVARs for Incorrect Specification
  • Florian Huber (Universität Salzburg)
  • Massimiliano Marcellino (Università Bocconi)
  • Tobias Scheckel (WIFO)
Download (PDF)
Fertigstellung: Oktober 2025
Fachpublikation: WIFO Working Papers
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)
Download (PDF)
Fertigstellung: November 2024
Fachpublikation: WIFO Working Papers
JEL-Code: C11, C15, C30, C32