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A Prior for Impulse Responses in Bayesian Structural VAR Models

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  • KociÄ™cki, Andrzej

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  • KociÄ™cki, Andrzej, 2010. "A Prior for Impulse Responses in Bayesian Structural VAR Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 115-127.
  • Handle: RePEc:bes:jnlbes:v:28:i:1:y:2010:p:115-127
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.07278
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    Cited by:

    1. Sergio Ocampo & Norberto Rodríguez, 2011. "An Introductory Review of a Structural VAR-X Estimation and Applications," BORRADORES DE ECONOMIA 009200, BANCO DE LA REPÚBLICA.

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