DSGE Priors for BVAR Models
Year of publication: |
2014-03
|
---|---|
Authors: | Filippeli, Thomai ; Theodoridis, Konstantinos |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | BVAR | SVAR | DSGE | Gibbs sampling | Marginal-likelihood evaluation | Predictive density evaluation | Quasi-Bayesian DSGE estimation |
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