Bayesian vector autoregressions with stochastic volatility

H.F.H.V.S. Uhlig

Research output: Contribution to journalArticleScientificpeer-review

62 Citations (Scopus)
Original languageEnglish
Pages (from-to)59-73
Number of pages14
JournalEconometrica
Volume65
Issue number1
Publication statusPublished - 1997

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