Bayesian VARs Approximate calculations 1 Bayesian 1 Conditional forecasting 1 Hierarchical representation 1 Large dataset 1 Large datasets 1 Macroeconomic forecasting 1 Mixed-frequency models 1 Mixture prior 1 Mixture priors 1 Monte Carlo experiments 1 Nowcasting 1 Posterior distributions 1 Real-time data 1 Regression analysis 1