Autoregressions in small samples, priors about observables and initial conditions
Year of publication: |
2010-11-03
|
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Authors: | Jarociński, Marek ; Marcet, Albert |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 1300480 bytes 54 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C32 - Time-Series Models ; Currency. Monetary policy ; Individual Working Papers, Preprints |
Source: |
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