Author Page for Deborah Gefang

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Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage

CAMA Working Paper No. 08/2019

Number of pages: 29 Posted: 24 Jan 2019

Deborah Gefang, Deborah Gefang, Gary Koop and Aubrey Poon

University of LeicesterUniversity of Leicester - Department of Economics, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Kent - School of Economics

Downloads 189 (324,645)

Citation 26

Abstract:

Did the Absence of a Central Bank Backstop in the Sovereign Bond Markets Exacerbate Spillovers During the Euro-Area Crisis?

Bank of Greece Working Paper No. 281

Number of pages: 33 Posted: 30 Aug 2022

G. S. Tavlas, Heather D. Gibson, Stephen G. Hall, Deborah Gefang, Deborah Gefang and Pavlos Petroulas

Bank of Greece, Bank of Greece, University of Leicester - Department of Economics, University of LeicesterUniversity of Leicester - Department of Economics and Bank of Greece

Downloads 20 (1,050,303)

Deborah Gefang

University of Leicester

University of Leicester - Department of Economics

2

209

26

Scholarly Papers (2)

Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage

Abstract:

Did the Absence of a Central Bank Backstop in the Sovereign Bond Markets Exacerbate Spillovers During the Euro-Area Crisis?

Abstract: