Bayesian vector autoregressions with stochastic volatility

H.F.H.V.S. Uhlig

Research output: Contribution to journalArticleScientificpeer-review

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

Cite this

Uhlig, H. F. H. V. S. (1997). Bayesian vector autoregressions with stochastic volatility. Econometrica, 65(1), 59-73.