Joint Bayesian inference about impulse responses in VAR models
Atsushi Inoue, Lutz Kilian
| Year of publication: |
2022
|
|---|---|
| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 231.2022, 2, p. 457-476
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| Subject: | Loss function | Joint inference | Median response function | Mean response function | Modal model | Posterior risk | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.05.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464878