Bayesian vector autoregressions with stochastic volatility

H.F.H.V.S. Uhlig

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{6656974f82d24dce824400169c62b6c7,

title = "Bayesian vector autoregressions with stochastic volatility",

author = "H.F.H.V.S. Uhlig",

note = "Pagination: 14",

year = "1997",

language = "English",

volume = "65",

pages = "59--73",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "1",

}