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Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie .
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144.

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  1. Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

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  2. Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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  3. Macroeconomic forecasting in a multi?country context. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, YU.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:6:p:1230-1255.

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  4. Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model. (2022). Kohns, David ; Bhattacharjee, Arnab.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:538.

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  5. Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach. (2022). Li, Haitao ; Yu, Cindy L ; Zhang, Yixiao.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:24:y:2022:i:c:p:75-93.

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  6. Horseshoe shrinkage methods for Bayesian fusion estimation. (2022). Banerjee, Sayantan.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:174:y:2022:i:c:s0167947322000305.

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  7. Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis.
    In: Papers.
    RePEc:arx:papers:2206.04902.

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  8. Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu.
    In: Working Papers.
    RePEc:fip:fedcwq:93660.

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  9. Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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  11. Sparse Bayesian vector autoregressions in huge dimensions. (2020). Kastner, Gregor ; Huber, Florian.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165.

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  12. Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2019-61.

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  13. Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina.
    In: Papers.
    RePEc:arx:papers:1912.02231.

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