What the heck does the forbidding phrase "reduced form Bayesian VAR" mean? Let's break this down. The VAR in question isn't VaR (Value at Risk). It's Vector Autoregression. This is a stochastic ...
2025 MAY 06 (NewsRx) -- By a News Reporter-Staff News Editor at Economics Daily Report -- Investigators publish new report on Investment. According to news reporting from New York City, New York, by ...
We document the transmission of monetary policy and risk-premium shocks in Hungary, by applying recent advances in the Bayesian estimation of large VAR models. The method allows extracting information ...