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hello,I want to know which theoretical basis of this BTVP-VAR model？ #8

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Alonzoe opened this issue Jan 9, 2022 · 0 comments

Alonzoe commented Jan 9, 2022

i see the model use MCMC,so is it based on Jouchi Nakajima(2011) TVP-VAR model?
if not,which one is the model theoretical basis. thanks.

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