Online Appendix to Priors about Observables in Vector Autoregressions
AbstractOnline appendix to Barcelona GSE Working Paper No. 684
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Bibliographic InfoPaper provided by Barcelona Graduate School of Economics in its series Working Papers with number 685.
Date of creation: Mar 2013
Date of revision:
vector autoregression; Bayesian estimation; prior about observables; inverse problem; monetary policy shocks;
Other versions of this item:
- Marek Jarocinski & Albert Marcet, 2013. "Online Appendix to "Priors about Observables in Vector Autoregressions"," UFAE and IAE Working Papers 928.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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