Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions
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More about this item
Keywords
Set identified Structural VAR; Sign restrictions; Monetary policy; Bayesian;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-09-10 (Econometrics)
- NEP-ETS-2017-09-10 (Econometric Time Series)
- NEP-MAC-2017-09-10 (Macroeconomics)
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