Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs : the Importance of Model Size, Order-Invariance and Classification

Davidson, Sharada Nia and Hou, Chenghan and Koop, Gary (2023) Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs : the Importance of Model Size, Order-Invariance and Classification. Discussion paper. University of Strathclyde, Glasgow.

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ORCID iDs

Davidson, Sharada Nia ORCID: https://orcid.org/0000-0001-6964-3627

Koop, Gary ORCID: https://orcid.org/0000-0002-6091-378X

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• Item metadata

  Item type:	Monograph(Discussion paper)
  ID code:	91357
  Dates:	Date Event 28 June 2023 Published
  Subjects:	Social Sciences > Economic Theory
  Department:	Strathclyde Business School > Economics
  Depositing user:	Pure Administrator
  Date deposited:	03 Dec 2024 16:10
  Last modified:	22 Feb 2025 13:37
  Related URLs:	Publisher
  URI:	https://strathprints.strath.ac.uk/id/eprint/91357