Media type: E-Article Title: General Bayesian time-varying parameter vector autoregressions for modeling government bond yields Contributor: Fischer, Manfred M. [VerfasserIn]; Hauzenberger, Niko [VerfasserIn]; Huber, Florian [VerfasserIn]; Huber, Florian [VerfasserIn] imprint: 2023 Published in: Journal of applied econometrics ; 38(2023), 1 vom: Jan./Feb., Seite 69-87 Language: English DOI: 10.1002/jae.2936 ISSN: 1099-1255 Identifier: Keywords: Bayesian shrinkage ; interest rate forecasting ; latent effect modifiers ; MCMC sampling ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access