Bayesian Mixed Frequency VARs

By Bjørn Eraker, C. Chiu, Andrew T. Foerster, Tae Bong Kim, Hernán D. Seoane. 2015

74 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ae824608aa957b0586deba3bf821fd18c1a03a35

Citations in the corpus

• Testing for Granger Causality in Large Mixed-Frequency VARs (2016, unknown): “(2011) or Eraker et al. (2015). We refer the reader to Foroni et al. (2013) for an excellent survey on VAR models with mixed-frequency data.”