Uniform priors for impulse responses
Jonas E. Arias, Juan F. Rubio-Ramírez, Daniel F. Waggoner
| Year of publication: |
2025
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|---|---|
| Authors: | Arias, Jonas E. ; Rubio-Ramírez, Juan Francisco ; Waggoner, Daniel F. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 93.2025, 2, p. 695-718
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| Subject: | impulse responses | joint inference | Structural vector autoregressions | uniform priors | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Schock | Shock | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/ECTA21101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015401163