Granger-causal-priority and choice of variables in vector autoregressions
Year of publication: |
2013-10
|
---|---|
Authors: | Jarociński, Marek ; Maćkowiak, Bartosz |
Institutions: | European Central Bank |
Subject: | Bayesian model choice | granger-causal-priority | granger-noncausality | structural vector autoregression | Vector autoregression |
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