Theory Coherent Shrinkage of Time Varying Parameters in VARs: Conclusion and References | HackerNoon
Andrea Renzetti, Department of Economics, Alma Mater Studiorium Universit`a di Bologna, Piazza Scaravilli 2, 40126 Bologna, Italy. Table of Links Abstract and Introduction Theory coherent TVP-VAR Forecasting with the TC-TVP-VAR Response analysis at the ZLB with the TC-TVP-VAR Conclusion and...
