Similar to Ingram and Whiteman (1994), De Jong et al. (1993) and Del Negro and Schorfheide (2004) this study proposes a methodology of constructing Dynamic Stochastic General Equilibrium (DSGE) consistent prior distributions for Bayesian Vector Autoregressive (BVAR) models. The moments of the...

Similar to Ingram and Whiteman (1994), De Jong et al. (1993) and Del Negro and Schorfheide (2004) this study proposes a methodology of constructing Dynamic Stochastic General Equilibrium (DSGE) consistent prior distributions for Bayesian Vector Autoregressive (BVAR) models. The moments of the...

Similar to Ingram and Whiteman (J Monet Econ 34:497–510, <CitationRef CitationID="CR24">1994</CitationRef>), De Jong et al. (in: Proceedings of the American Statistical Association Bayesian, <CitationRef CitationID="CR16">1993</CitationRef>) and Negro and Schorfheide (Int Econ Rev 45:643–673, <CitationRef CitationID="CR17">2004</CitationRef>) , this study proposes a methodology of constructing dynamic stochastic general...</citationref></citationref></citationref>

Similar to Ingram and Whiteman (1994), De Jong et al. (1993) and Del Negro and Schorfheide (2004) this study proposes a methodology of constructing Dynamic Stochastic General Equilibrium (DSGE) consistent prior distributions for Bayesian Vector Autoregressive (BVAR) models. The moments of the...