@article{econhot_econhot-cited-2a8548da4b3acda5, title = {Large Bayesian vector auto regressions}, author = {Marta BaƄbura and Domenico Giannone and Lucrezia Reichlin}, journal = {Journal of Applied Econometrics}, year = {2009}, volume = {25}, number = {1}, pages = {71-92}, doi = {10.1002/jae.1137}, url = {https://doi.org/10.1002/jae.1137} }