@data{large-time/2019, author = {Kapetanios, George and Marcellino, Massimiliano and Venditti, Fabrizio}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {large-timevarying-parameter-vars-a-nonparametric-approach}, year = {2019}, version = {1}, url = {https://jda-test.zbw.eu/dataset/large-timevarying-parameter-vars-a-nonparametric-approach} }