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Bayesian model averaging for VAR models: gretl-based implementation

20260 citationsJournal Article

Authors

Marcin Błażejowski · WSB Merito University in Torun

Paweł Kufel · WSB Merito University in Torun

Jacek Kwiatkowski · Nicolaus Copernicus University

Topics & Keywords

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Statistical Methods and Inference

Publication Details

Published in: Computational Statistics

Volume 41, Issue 2

DOI: 10.1007/s00180-026-01716-8

Field-Weighted Citation Impact: 0.00

Bayesian model averaging for VAR models: gretl-based implementation | Researchclopedia