*VAR without TVP
Interesting paper! We just published a similar project, but in a more econometric focused context. However, we also find it interesting that even really simple models (like AR1 with SV) outperformed more sophisticated…
*VAR without TVP
Interesting paper! We just published a similar project, but in a more econometric focused context. However, we also find it interesting that even really simple models (like AR1 with SV) outperformed more sophisticated…