# Comparing stochastic volatility specifications for large Bayesian VARs

> Research article (Journal of Econometrics, 2022) · cited 36× · AI/ML

**Wikidata**: [openalex:W4311256445](https://www.wikidata.org/wiki/openalex:W4311256445)  
**Source**: https://4ort.xyz/entity/comparing-stochastic-volatility-specifications-for-large-bayesian-vars
