Discussion paper DP15964 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility Massimiliano Marcellino Todd Clark Andrea Carriero Elmar Mertens 25 Mar 2021 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP15245 How to Estimate a VAR after March 2020 Michele Lenza Giorgio Primiceri 1 Sep 2020 Monetary Economics and Fluctuations C32 E32 E37 C11