https://www.mdpi.com/2225-1146/9/2/20
Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with...
This paper improves a standard Structural Panel Bayesian Vector Autoregression model in order to jointly deal with issues of endogeneity, because of omitted...
bayesian var
https://www.tcmb.gov.tr/wps/wcm/connect/EN/TCMB+EN/Main+Menu/Publications/Research/Working+Paperss/2019/19-25
TCMB - A Bayesian VAR Approach to Short-Term Inflation Forecasting
The Central Bank of the Republic of Turkey is responsible for the monetary and exchange rate policies in Turkey. The primary objective of the Bank is to...
bayesian varshort termtcmbapproachinflation
https://www.econstor.eu/handle/10419/247377
EconStor: Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
https://www.bde.es/wbe/en/publicaciones/analisis-economico-investigacion/documentos-trabajo/bayesian-var-forecasts--survey-information-and-structural-change-euro-area.html
Bayesian VAR forecasts, survey information and structural change in the euro area - Working Papers...
Jan 9, 2020 - Bayesian VAR forecasts, survey information and structural change in the euro area