# Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage

> Research article (International Journal of Forecasting, 2022) · cited 32× · AI/ML

**Wikidata**: [openalex:W4206725705](https://www.wikidata.org/wiki/openalex:W4206725705)  
**Source**: https://4ort.xyz/entity/forecasting-using-variational-bayesian-inference-in-large-vector-autoregressions-with-hierarchical-shrinkage