Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity
Autor: | Cross, Jamie L., Hou, Chenghan, Poon, Aubrey |
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Zdroj: | In International Journal of Forecasting July-September 2020 36(3):899-915 |
Databáze: | ScienceDirect |
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