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Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems

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Author Info
BAUWENSÊ , Luc
LUBRANOÊ, Michel

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Abstract

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Publisher Info
Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1994018.

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Date of creation: 01 Jan 1994
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Handle: RePEc:cor:louvco:1994018

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  1. Ossama Mikhail, 2005. "What Happens After A Technology Shock? A Bayesian Perspective," Macroeconomics 0510016, EconWPA. [Downloadable!]
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