Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Issues: 1 Volumes: 25 Formats: CSV Marta Banbura ; Domenico Giannone ; Lucrezia Reichlin Large Bayesian vector auto regressions (replication data) This paper shows that vector auto regression (VAR) with Bayesian shrinkage is an appropriate tool for large dynamic models. We build on the results of De Mol and co-workers... TXT PDF CSV XLS
