A Prior for Impulse Responses in Bayesian Structural VAR Models (Q3160935)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Prior for Impulse Responses in Bayesian Structural VAR Models |
scientific article |
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A Prior for Impulse Responses in Bayesian Structural VAR Models (English)
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11 October 2010
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Jacobian
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Metropolis-Hastings algorithm
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monetary policy
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posterior
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structural vector autoregressive models
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