Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation
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Bibliographic InfoPaper provided by Tilburg - Center for Economic Research in its series Papers with number 8929.
Length: 17 pages
Date of creation: 1989
Date of revision:
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Postal: TILBURG UNIVERSITY, CENTER FOR ECONOMIC RESEARCH, 5000 LE TILBURG THE NETHERLANDS.
Phone: 31 13 4663050
Fax: 31 13 4663066
Web page: http://center.uvt.nl/
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money ; interest rate ; instrumental variables;
Other versions of this item:
- Steel, Mark F. J. & Richard, Jean-Francois, 1991. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 239-274.
- Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis: An application to a UK money demand equation," Discussion Paper 1989-29, Tilburg University, Center for Economic Research.
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- John Geweke, 1998.
"Using simulation methods for Bayesian econometric models: inference, development, and communication,"
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- John Geweke, 1999. "Using simulation methods for bayesian econometric models: inference, development,and communication," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
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- Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.).
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008.
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- Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
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