Common Drifting Volatility in Large Bayesian VARs
Massimiliano Marcellino (European University Institute)
- Seminars Econometric Institute
Massimiliano Marcellino (European University Institute)
Renee Adams (University of New South Wales)
Sudheer Chava (The College of Management, Georgia Tech)
Bert de Bruijn
Xiaoyu Shen (VU University Amsterdam)
Martijn Kobus (VU University Amsterdam)
Geert Mesters (VU University)
Matthias Weber (University of Amsterdam)
Ruben van Loon (VU University Amsterdam)
Jessie Bakens (VU University)
Rei Sayag (Erasmus University)
Boris van Leeuwen (University of Amsterdam)
Roel Van Veldhuizen (University of Amsterdam)
Anne Gielen (EUR)
Paul Bekker (University of Groningen)
Rui Shen (RSM)
Brian Melzer (Northwestern)
Nadine Ketel (University of Amsterdam)
Jessica Pan (Singapore University)
John Morgan (Haas, University of California)