Bayesian graphical models for structural vector autoregressive processes

Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin

Year of publication:	December 2012
Authors:	Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto
Publisher:	Venice Italy : Department of Economics, Ca’ Foscari University of Venice
Subject:	VAR-Modell \| VAR model \| Modellierung \| Scientific modelling \| Bayes-Statistik \| Bayesian inference \| Graphentheorie \| Graph theory \| Markov-Kette \| Markov chain \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis \| Finanzkrise \| Financial crisis \| Schuldenkrise \| Debt crisis \| 2007-2013

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