✦ LIBER ✦

A Prior for Impulse Responses in Bayesian Structural VAR Models

✍ Scribed by Kocięcki, Andrzej

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

How accurate are confidence intervals fo

✍ Lutz Kilian; Pao-Li Chang 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 212 KB

An algorithm for generalized impulse-res

✍ F. Karamé 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 342 KB

Bootstrapping structural VARs: Avoiding

✍ Kerk L. Phillips; David E. Spencer 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 1017 KB

A common conjugate prior structure for s

✍ Shaul K. Bar-Lev; Elizabeta Bobovich; Benzion Boukai 📂 Article 📅 2003 🏛 CrossRef test prefix 🌐 English ⚖ 508 KB

A Hierarchical Bayesian Methodology for

✍ Asim Ansari, Kamel Jedidi and Sharan Jagpal 📂 Article 📅 2000 🏛 INFORMS 🌐 English ⚖ 590 KB

Noninformative bayesian estimation for t

✍ Tsai-Hung Fan 📂 Article 📅 2001 🏛 CrossRef test prefix 🌐 English ⚖ 579 KB