Bayesian vector-autoregressions with stochastic volatility (1997)


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by Harald Uhlig
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This paper was produced as part of the Centre’s Macro Programme. The Centre for Economic Performance is financed by the Economic and Social Research Council. Acknowledgements – Marek Jarocinski, Albert Marcet Abstract, We Thank Gianni Amisano, Manolo Arellano, Stéphane Bonhomme, Matteo Ciccarelli, Pierre Florens, Oliver Linton, Bartosz Mackowiak, Peter C. B. Phillips, Thomas J. Sargent, Frank Schorfheide, Harald Uhlig For His - 2011
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