Online Appendix to "Priors about Observables in Vector Autoregressions"
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- Marek Jarocinski & Albert Marcet, 2013. "Online Appendix to "Priors about Observables in Vector Autoregressions"," UFAE and IAE Working Papers 928.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
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- Weale, Martin & Wieladek, Tomasz, 2016.
"What are the macroeconomic effects of asset purchases?,"
Journal of Monetary Economics,
Elsevier, vol. 79(C), pages 81-93.
- Wales, Martin & Wieladek, Tomasz, 2015. "What are the macroeconomic effects of asset purchases?," Discussion Papers 42, Monetary Policy Committee Unit, Bank of England.
- Weale, Martin & Wieladek, Tomasz, 2015. "What are the macroeconomic effects of asset purchases?," CEPR Discussion Papers 10495, C.E.P.R. Discussion Papers.
More about this item
Keywordsvector autoregression; Bayesian estimation; prior about observables; inverse problem; monetary policy shocks;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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