Combining shrinkage and sparsity in conjugate vector autoregressive models

Niko Hauzenberger, Florian Huber, Luca Onorante

Publication: Scientific journal › Journal article › peer-review

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The impact of fiscal policy on the term structure of interest rates within the Eurozone
Fischer, M. M. (PI - Project head), Huber, F. (Researcher), Hauzenberger, N. (Researcher), Krebs, F. P. (Researcher), Pfarrhofer, M. (Researcher), Scheckel, T. (Researcher) & Zörner, T. (Researcher)
1/11/19 → 31/12/22
Project: Research funding