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AR(1) stochastic volatility steady-state BVAR1 months ago
References
SteadyStateBVAR 0.2.0.9000Mark Becker AR1-stochastic-volatility-steady-state-BVAR.Rmd
Homoscedastic steady-state BVAR (Villani, 2009)1 months ago
References
SteadyStateBVAR 0.2.0.9000Mark Becker Homoscedastic-steady-state-BVAR.Rmd
Random Walk stochastic volatility steady-state BVAR (Clark, 2011)1 months ago
References
SteadyStateBVAR 0.2.0.9000Mark Becker RW-stochastic-volatility-steady-state-BVAR.Rmd
Steady-state BVAR models1 months ago
Introduction | References
SteadyStateBVAR 0.2.0.9000Mark Becker SteadyStateBVAR-intro.Rmd