Discussion paper DP8894 Common Drifting Volatility in Large Bayesian VARs Massimiliano Marcellino Andrea Carriero Todd Clark 12 Mar 2012 International Macroeconomics C11 C13 C33 C53
Discussion paper DP8273 Bayesian VARs: Specification Choices and Forecast Accuracy Massimiliano Marcellino Andrea Carriero Todd Clark 28 Feb 2011 International Macroeconomics C11 C13 C33 C53