2014•SSRN Electronic JournalOpen access

A Large Bayesian Vector Autoregression Model for Russia

Elena B. Deryugina, Alexey A. Ponomarenko

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Key concepts: Bayesian vector autoregression, Vector autoregression, Bayesian probability, Econometrics, Economics, Autoregressive model, Curse of dimensionality, Oil price

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A Large Bayesian Vector Autoregression Model for Russia — Research Paper | ScholarLens