Published Classic Journal of Econometrics Published Sep 2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priorsAndrea Carriero · Todd E. Clark · Massimiliano MarcellinoThis 2019 Journal of Econometrics paper by Andrea Carriero, Todd Clark, and Massimiliano Marcellino develops a computationally efficient Markov Chain Monte Carlo (MCMC) algorithm for estimating large …