Online Appendix to Priors about Observables in Vector Autoregressions
| Year of publication: |
2013-03
|
|---|---|
| Authors: | Jarocinski, Marek ; Marcet, Albert |
| Institutions: | Barcelona Graduate School of Economics (Barcelona GSE) |
| Subject: | vector autoregression | Bayesian estimation | prior about observables | inverse problem | monetary policy shocks |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 685 |
| Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10010851404