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Munich Personal RePEc Archive Variational Bayes inference in high-dimensional time-varying parameter models Koop, Gary and Korobilis, Dimitris University of Strathclyde, University of Essex 15 July 2018 Online at https://mpra.ub.uni-muenchen.de/87972/ MPRA Paper No. 87972, posted 18 Jul 2018 12:38 UTC Variational Bayes inference in high-dimensional time-varying parameter models Gary Koop✯ Dimitris Korobilis ❸ University of Strathclyde […]