Theory Coherent Shrinkage of Time Varying Parameters in VARs: A Appendix
:::info Andrea Renzetti, Department of Economics, Alma Mater Studiorium Universit`a di Bologna, Piazza Scaravilli 2, 40126 Bologna, Italy. ::: Table of Links Abstract and Introduction Theory coherent TVP-VAR Forecasting with the TC-TVP-VAR Response analysis at the ZLB with the TC-TVP-VAR Conclusion and References A Appendix A Appendix A.1 Theory Coherent TVP-VAR A.1.1 Time Varying Parameters … Read more