Tomasz Woลบniak๐ Our newest working paper is now available on arxiv: https://doi.org/10.48550/arXiv.2603.16035
๐ We propose a new volatility model for structural vector autoregressions!
๐ And it's great for even more precise estimation, homoskedasticity verification, forecasting, and structural analyses!
โค๏ธ๐ AND the models are all implemented in my R package bsvars! Enjoy the reading and fast computations!
