Algorithms for inference in SVARs identified with sign and zero restrictions
Year of publication: |
2022
|
---|---|
Authors: | Read, Matthew |
Subject: | Bayesian inference | set identification | sign and zero restrictions | structural vector autoregression | VAR-Modell | VAR model | Induktive Statistik | Statistical inference | Theorie | Theory | Algorithmus | Algorithm | Bayes-Statistik | Schock | Shock | Konjunktur | Business cycle | Finanzpolitik | Fiscal policy |
-
Inference based on SVAR identified with sign and zero restrictions : theory and applications
Arias, Jonas E., (2014)
-
Inference based on SVARs identied with sign and Zero restrictions : theory and applications
Arias, Jonas E., (2013)
-
Inference Based on SVARs Identified with Sign and Zero Restrictions : Theory and Applications
Arias, Jonas, (2015)
- More ...
-
Narrative restrictions and proxies
Giacomini, Raffaella, (2022)
-
Robust Bayesian inference in proxy SVARs
Giacomini, Raffaella, (2019)
-
Robust Bayesian analysis for econometrics
Giacomini, Raffaella, (2021)
- More ...