Work

Bayesian Change Point Detection in VAR Processes

Year: 2026

Type: article

Source: Journal of Time Series Analysis

DOI: 10.1111/jtsa.70084

Authors: Stefano Peluso, Siddhartha Chib, Antonietta Mira

Institutions: Università Cattolica del Sacro Cuore, Università della Svizzera italiana, Washington University in St. Louis, University of Insubria

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7222517544

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Cites: 52

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