Date: 2012
Type: Working Paper
Common drifting volatility in large bayesian vars
Working Paper, Federal Reserve Bank of Cleveland Working Paper, 2012/1206
CARRIERO, Andrea, CLARK, Todd, MARCELLINO, Massimiliano, Common drifting volatility in large bayesian vars, Federal Reserve Bank of Cleveland Working Paper, 2012/1206 - https://hdl.handle.net/1814/39903
Retrieved from Cadmus, EUI Research Repository
Cadmus permanent link: https://hdl.handle.net/1814/39903
Series/Number: Federal Reserve Bank of Cleveland Working Paper; 2012/1206
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