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Prior Selection for Bayesian VARs

Author

Listed:
  • Michele Lenza

    (ECB)

  • Giorgio Primiceri

    (Northwestern)

  • Domenico Giannone

    (ULB - ECARES)

Abstract

see attached extended abstract

Suggested Citation

  • Michele Lenza & Giorgio Primiceri & Domenico Giannone, 2010. "Prior Selection for Bayesian VARs," 2010 Meeting Papers 508, Society for Economic Dynamics.
    • Handle: RePEc:red:sed010:508
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    File URL: https://red-files-public.s3.amazonaws.com/meetpapers/2010/paper_508.pdf
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    Cited by:

    1. Kaabia, Olfa & Abid, Ilyes & Mkaouar, Farid, 2016. "The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow," Economic Modelling, Elsevier, vol. 58(C), pages 642-654.

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