Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions
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DOI: 10.47688/rdp2025-03
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More about this item
Keywords
Bayesian inference; Markov chain Monte Carlo; oil market; sign restrictions; structural vector autoregression;All these keywords.
JEL classification:
- 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
- Q35 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Hydrocarbon Resources
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2025-05-19 (Econometrics)
- NEP-ENE-2025-05-19 (Energy Economics)
- NEP-ETS-2025-05-19 (Econometric Time Series)
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