The role of the prior in estimating VAR models with sign restrictions
Atsushi Inoue and Lutz Kilian
| Year of publication: |
November 29, 2020 ; This version: November 29, 2020
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| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Publisher: |
Dallas : Federal Reserve Bank of Dallas, Research Department |
| Subject: | Prior | posterior | impulse response | loss function | joint inference | absolute loss | median | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Schock | Shock | Geldpolitik | Monetary policy |
freely available
| Extent: | 1 Online-Ressource (circa 54 Seiten) Illustrationen |
|---|---|
| Series: | Working paper / Federal Reserve Bank of Dallas, Research Department. - Dallas, Tex. : [Verlag nicht ermittelbar], ZDB-ID 2136192-7. - Vol. 2030 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.24149/wp2030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012388062