@article{bayesianestimationoflargedimensionaltime,
  title = {Bayesian estimation of large dimensional time varying VARs using copulas},
  author = {Mike Tsionas and Marwan Izzeldin and Lorenzo Trapani},
  year = {2019},
  eprint = {1912.12527},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1912.12527v1},
}