Sophisticated and small versus simple and sizeable: When does it pay off
to introduce drifting coefficients in Bayesian VARs?

Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?

1 November 2017

Martin Feldkircher

Papers citing "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?"

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