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Bayesian approaches to cointegratrion

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Author Info
Koop, G.
Strachan, R.W.
Dijk, H.K. van
Villani, M. (Erasmus Econometric Institute)

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Abstract

The purpose of this paper is to survey and critically assess the Bayesian cointegration literature. In one sense, Bayesian analysis of cointegration is straightforward. The researcher can combine the likelihood function with a prior and do Bayesian inference with the resulting posterior. However, interesting and empirically important issues of global and local identification (and, as a result, prior elicitation) arise from the fact that the matrix of long run parameters is potentially of reduced rank. As we shall see, these identification problems can cause serious problems for Bayesian inference. For instance, a common noninformative prior can lead to a posterior distribution which is improper (i.e. is not a valid p.d.f. since it does not integrate to one) thus precluding valid statistical inference. This issue was brought forward by Kleibergen and Van Dijk (1994, 1998). The development of the Bayesian cointegration literature reflects an increasing awareness of these issues and this paper is organized to reflect this development. In particular, we begin by discussing early work, based on VAR or Vector Moving Average (VMA) representations which ignored these issues. We then proceed to a discussion of work based on the ECM representation, beginning with a simple specification using the linear normalization and normal priors before moving onto the recent literature which develops methods for sensible treatment of the identification issues.

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Paper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number EI 2005-13 Revision_Date: 2010-01-06.

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Date of creation: 11 Mar 2005
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Handle: RePEc:dgr:eureir:1765001915

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References listed on IDEAS
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  1. Boswijk, H Peter, 1996. "Testing Identifiability of Cointegrating Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 153-60, April.
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  1. Gary Koop & Roberto León-González & Rodney W. Strachan, 2005. "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics 05/13, Department of Economics, University of Leicester, revised Apr 2006. [Downloadable!]
  2. Deborah Gefang, 2008. "Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective," Discussion Papers in Economics 08/5, Department of Economics, University of Leicester. [Downloadable!]
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