Large Bayesian vector auto regressions

Journal of Applied Econometrics

Volumn 25, Issue 1, 2010, Pages 71-92

  Bańbura, Marta ^a   Giannone, Domenico ^b,c   Reichlin, Lucrezia ^c,d  

^a EUROPEAN CENTRAL BANK   (Germany)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c CEPR   (United Kingdom)

^d LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 74349112824     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1137     Document Type: Article

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