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A Gibbs sampler for structural vector autoregressions

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  • Waggoner, Daniel F.
  • Zha, Tao

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  • Waggoner, Daniel F. & Zha, Tao, 2003. "A Gibbs sampler for structural vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 349-366, November.
  • Handle: RePEc:eee:dyncon:v:28:y:2003:i:2:p:349-366
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