Forecasting large datasets with Bayesian reduced rank multivariate models

Andrea Carriero (), George Kapetanios and Massimiliano Marcellino

Journal of Applied Econometrics, 2011, vol. 26, issue 5, pages 735-761

Date: 2011
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Related works:
Working Paper: Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (2009)
Working Paper: Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (2009)
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