Inference in Bayesian proxy-SVARs
Year of publication: |
2018
|
---|---|
Authors: | Arias, Jonas E. ; Rubio-RamÃrez, Juan Francisco ; Waggoner, Daniel F. |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | SVARs | external instruments | importance sampler |
Series: | Working Paper ; 2018-16 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.29338/wp2018-16 [DOI] 1042091552 [GVK] hdl:10419/200538 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: |
-
Inference in Bayesian proxy-SVARs
Arias, Jonas E., (2018)
-
Inference in Bayesian proxy-SVARs
Arias, Jonas E., (2018)
-
Inference in Bayesian proxy-SVARs
Arias, Jonas E., (2018)
- More ...
-
Uniform priors for impulse responses
Arias, Jonas E., (2023)
-
Inference based on time-varying SVARs identified with sign restrictions
Arias, Jonas E., (2024)
-
Uniform priors for impulse responses
Arias, Jonas E., (2023)
- More ...