Noncausal Bayesian Vector Autoregression
Year of publication: |
2014-05-24
|
---|---|
Authors: | Lanne, Markku ; Luoto, Jani |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Noncausal time series | non-Gaussian time series | Bayesian analysis | New Keynesian model |
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