Estimation of large dimensional time varying VARs using copulas

Tsionas, Efthymios G.; Izzeldin, Marwan; Trapani, Lorenzo

doi:10.1016/j.euroecorev.2021.103952

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Estimation of large dimensional time varying VARs using copulas

Cited by 3 publications

References 71 publications

South African inflation response to fiscal policy shocks

South African inflation response to fiscal policy shocks

Reflecting on the contributions of Professor Tsionas in time series analysis, asset price modelling, and forecasting

Large Bayesian Matrix Autoregressions

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