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https://ideas.repec.org/p/ven/wpaper/201429.html Sparse Graphical Vector Autoregression: A Bayesian Approach Downloadable! In high-dimensional vector autoregressive (VAR) models, it is natural to have large number of predictors relative to the number of observations,... vector autoregression sparse graphical bayesian approach https://ideas.repec.org/a/spr/empeco/v57y2019i5d10.1007_s00181-018-1562-0.html Applying panel vector autoregression to institutions, human capital, and output Downloadable (with restrictions)! We bridge two areas of study by applying panel vector autoregression (PVAR) to human capital, political institutions,... vector autoregression human capital applying panel institutions https://deepai.org/publication/a-vector-autoregression-prediction-model-for-covid-19-outbreak A Vector Autoregression Prediction Model for COVID-19 Outbreak | DeepAI Feb 6, 2021 - 02/06/21 - Since two people came down a county of north Seattle with positive COVID-19 (coronavirus-19) in 2019, the current total cases in t... covid 19 outbreak vector autoregression prediction model deepai https://jmlr.org/papers/v24/22-0360.html Low Tree-Rank Bayesian Vector Autoregression Models vector autoregression low tree rank bayesian https://www.kth.se/math/kalender/hoang-nguyen-vector-autoregression-models-with-fat-tail-and-asymmetry-1.1021770?date=2020-11-04&orgdate=2020-03-08&length=1&orglength=0 Hoang Nguyen: Vector autoregression models with fat tail and asymmetry | KTH hoang nguyen vector autoregression fat tail models https://www.econstor.eu/handle/10419/84692 EconStor: Vector Autoregression Analysis and the Great Moderation EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. vector autoregression the great econstor analysis moderation https://www.rba.gov.au/publications/rdp/1999/1999-11/ RDP 1999-11: A Structural Vector Autoregression Model of Monetary Policy in Australia | RBA https://ideas.repec.org/p/zbw/bofrdp/rdp2001_011.html Regime-dependent impulse response functions in a Markov-switching vector autoregression model Downloadable! In this paper we introduce identifying restrictions into a Markov-switching vector autoregression model.We define a separate set of impulse... impulse response in a