Joint Bayesian inference about impulse responses in VAR models
Atsushi Inoue and Lutz Kilian
| Year of publication: |
July 5, 2020 ; This version: July 5, 2020
|
|---|---|
| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Publisher: |
Dallas : Federal Reserve Bank of Dallas, Research Department |
| Subject: | Loss function | joint inference | median response function | mean response function | modal model | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Induktive Statistik | Statistical inference |
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