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  • Search: subject:"Bayesian VAR J"
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Year of publication
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Bayesian VAR J 1 Structural vector autoregression 1 factor augmented VAR 1 impulse response analysis 1 moving average representation 1 vector autoregressive moving average process 1
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Free 1
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Book / Working Paper 1
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Working Paper 1
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English 1
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Lütkepohl, Helmut 1
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DIW Discussion Papers 1
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EconStor 1
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Fundamental problems with nonfundamental shocks
Lütkepohl, Helmut - 2012
Economic agents using information that is not incorporated in the econometric model is seen as a possible reason for why nonfundamental shocks are important in econometric models. Allowing for nonfundamental shocks in structural vector autoregressive (SVAR) analysis by considering moving average...
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