Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Year of publication: |
2008
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Authors: | Strachan, Rodney W. ; van Dijk, Herman K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Bayes-Statistik | Zeitreihenanalyse | Liquiditätspräferenz | Kointegration | Modellierung | VAR-Modell | Dynamisches Modell | USA | Posterior probability | Grassman manifold | Orthogonal group | Cointegration | Model averaging | Stochastic trend | Impulse response | Vector autoregressive model | Great Ratios | Liquidity trap |
Series: | Tinbergen Institute Discussion Paper ; 08-096/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 838467172 [GVK] hdl:10419/86736 [Handle] RePEc:dgr:uvatin:20080096 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Strachan, Rodney W., (2008)
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Strachan, Rodney W., (2008)
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Strachan, Rodney W., (2008)
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