The following pages link to Inference in Bayesian proxy-SVARs (Q2236884):
Displaying 11 items.
- Robust Bayesian inference in proxy SVARs (Q2116362) (← links)
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349) (← links)
- Monetary policy, external instruments, and heteroskedasticity (Q6067210) (← links)
- Identification of SVAR Models by Combining Sign Restrictions With External Instruments (Q6190721) (← links)
- An identification and testing strategy for proxy-SVARs with weak proxies (Q6193061) (← links)
- Advances in using vector autoregressions to estimate structural magnitudes (Q6536813) (← links)
- Heteroskedastic proxy vector autoregressions: an identification-robust test for time-varying impulse responses in the presence of multiple proxies (Q6567094) (← links)
- Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read (Q6620960) (← links)
- Narrative Restrictions and Proxies: Rejoinder (Q6620963) (← links)
- Challenges and opportunities for twenty first century Bayesian econometricians: a personal view (Q6645230) (← links)
- Large Bayesian SVARs with linear restrictions (Q6664629) (← links)
