The effect of Bayesian priors on the moving-average representation of vector autoregressions
| Year of publication: |
1989
|
|---|---|
| Authors: | Kennedy, James E. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Vector autoregression | Forecasting |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 79 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005513063