The general pattern of estimated volatilities of macroeconomic and financial variables is often broadly similar. We propose two models in which conditional volatilities feature comovement and study th
Handball decisions in the penalty area remain one of the most controversial topics in professional association football, yet they are underexplored in sports science. The purpose of this research was
This paper develops a vector autoregression (VAR) for time series which are observed at mixed frequencies - quarterly and monthly. The model is cast in state-space form and estimated with Bayesian met